-55.5%
GME vs FRSH
-72.5%
+17.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.6% | +3.7% |
| 7D | +10.4% | -6.6% | +17.0% | +12.9% |
| 30D | +14.1% | +2.1% | +12.0% | +12.7% |
| 3M | -4.6% | +29.0% | -33.6% | -14.0% |
| 6M | -13.5% | +48.6% | -62.2% | -27.0% |
| YTD | +5.3% | -2.9% | +8.3% | +2.6% |
| 1Y | -14.9% | -7.9% | -7.0% | -16.0% |
| 3Y | +24.3% | -46.5% | +70.8% | +43.3% |
| All | -55.5% | -72.5% | +17.0% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling