+276.4%
GME vs FTV
+80.1%
+196.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.7% |
| 7D | +6.0% | -5.2% | +11.2% | +8.9% |
| 30D | +8.3% | -11.5% | +19.9% | +15.2% |
| 3M | -9.1% | -9.0% | 0.0% | -5.2% |
| 6M | -16.3% | -2.0% | -14.3% | -16.9% |
| YTD | +1.5% | -0.9% | +2.5% | -0.6% |
| 1Y | -16.3% | +14.8% | -31.1% | -25.0% |
| 3Y | +15.1% | -5.5% | +20.6% | +13.5% |
| 5Y | -57.2% | -1.9% | -55.3% | -59.1% |
| All | +276.4% | +80.1% | +196.3% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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