-54.0%
GME vs FIVE
+14.2%
-68.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.1% |
| 7D | +3.7% | -0.3% | +3.9% | +3.8% |
| 30D | +2.2% | +17.7% | -15.5% | -3.9% |
| 3M | +30.6% | +4.0% | +26.7% | +27.6% |
| 6M | -0.2% | +2.6% | -2.8% | -3.0% |
| YTD | +25.1% | +27.6% | -2.5% | +10.3% |
| 1Y | +17.7% | +59.9% | -42.3% | -5.8% |
| 3Y | +85.7% | +35.8% | +49.9% | +56.7% |
| All | -54.0% | +14.2% | -68.2% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling