+343.5%
GME vs FND
+56.5%
+287.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.4% |
| 7D | +10.4% | -5.8% | +16.1% | +12.5% |
| 30D | +14.1% | -20.2% | +34.3% | +22.4% |
| 3M | -4.6% | -12.0% | +7.3% | -1.8% |
| 6M | -13.5% | -18.5% | +5.0% | -9.7% |
| YTD | +5.3% | -22.3% | +27.6% | +10.5% |
| 1Y | -14.9% | -47.6% | +32.8% | +1.7% |
| 3Y | +24.3% | -49.8% | +74.0% | +46.6% |
| 5Y | -55.6% | -63.0% | +7.4% | -45.5% |
| All | +343.5% | +56.5% | +287.0% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling