+775.5%
GME vs FIVE
+822.5%
-46.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.0% |
| 7D | +3.7% | -0.3% | +3.9% | +3.7% |
| 30D | +2.2% | +17.7% | -15.5% | -2.6% |
| 3M | +30.6% | +4.0% | +26.7% | +28.3% |
| 6M | -0.2% | +2.6% | -2.8% | -2.3% |
| YTD | +25.1% | +27.6% | -2.5% | +13.9% |
| 1Y | +17.7% | +59.9% | -42.3% | -0.2% |
| 3Y | +85.7% | +35.8% | +49.9% | +54.3% |
| 5Y | -52.9% | +14.4% | -67.3% | -59.4% |
| 10Y | +504.9% | +576.1% | -71.2% | +222.0% |
| All | +775.5% | +822.5% | -46.9% | +389.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling