-16.3%
GME vs FTV
+15.4%
-31.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.7% |
| 7D | +6.0% | -5.2% | +11.2% | +6.5% |
| 30D | +8.3% | -11.5% | +19.9% | +9.6% |
| 3M | -9.1% | -9.0% | 0.0% | -8.3% |
| 6M | -16.3% | -2.0% | -14.3% | -17.5% |
| YTD | +1.5% | -0.9% | +2.5% | -0.4% |
| 1Y | -16.3% | +14.8% | -31.1% | -23.4% |
| All | -16.3% | +15.4% | -31.7% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling