+24.3%
GME vs FRSH
-46.4%
+70.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.6% | +3.7% |
| 7D | +10.4% | -6.6% | +17.0% | +11.8% |
| 30D | +14.1% | +2.1% | +12.0% | +13.3% |
| 3M | -4.6% | +29.0% | -33.6% | -10.3% |
| 6M | -13.5% | +48.6% | -62.2% | -21.9% |
| YTD | +5.3% | -2.9% | +8.3% | +4.5% |
| 1Y | -14.9% | -7.9% | -7.0% | -14.9% |
| 3Y | +24.3% | -46.5% | +70.8% | +37.3% |
| All | +24.3% | -46.4% | +70.7% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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