+301.8%
GME vs FND
+66.0%
+235.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | +7.2% | -5.2% | +12.4% | +8.9% |
| 30D | +0.8% | -19.9% | +20.7% | +7.9% |
| 3M | -14.0% | +2.7% | -16.7% | -16.1% |
| 6M | -19.7% | -21.7% | +1.9% | -15.0% |
| YTD | -4.6% | -17.5% | +12.9% | -1.7% |
| 1Y | -14.3% | -39.3% | +24.9% | -2.7% |
| 3Y | +4.0% | -49.8% | +53.8% | +22.8% |
| 5Y | -62.2% | -60.1% | -2.1% | -54.6% |
| All | +301.8% | +66.0% | +235.7% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling