+567.8%
GME vs FIVE
+868.1%
-300.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.9% |
| 7D | +7.2% | +4.3% | +3.0% | +5.8% |
| 30D | +0.8% | +12.5% | -11.7% | -3.0% |
| 3M | -14.0% | +31.2% | -45.2% | -21.1% |
| 6M | -19.7% | +14.4% | -34.1% | -24.0% |
| YTD | -4.6% | +33.9% | -38.5% | -14.1% |
| 1Y | -14.3% | +65.1% | -79.4% | -28.0% |
| 3Y | +4.0% | +49.0% | -44.9% | -15.9% |
| 5Y | -62.2% | +30.3% | -92.5% | -68.4% |
| 10Y | +241.4% | +481.1% | -239.7% | +85.6% |
| All | +567.8% | +868.1% | -300.3% | +268.9% |
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