+19.8%
GME vs FND
-50.8%
+70.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.0% |
| 7D | +6.0% | -5.1% | +11.1% | +7.7% |
| 30D | +8.3% | -22.5% | +30.9% | +16.9% |
| 3M | -9.1% | -5.0% | -4.0% | -9.1% |
| 6M | -16.3% | -21.5% | +5.2% | -11.4% |
| YTD | +1.5% | -23.0% | +24.6% | +6.5% |
| 1Y | -16.3% | -44.9% | +28.6% | -0.2% |
| All | +19.8% | -50.8% | +70.6% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling