+16.9%
GME vs FTV
-3.3%
+20.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +5.7% |
| 7D | +4.8% | -1.3% | +6.1% | +5.3% |
| 30D | +5.9% | -9.5% | +15.4% | +9.6% |
| 3M | -10.7% | -10.9% | +0.2% | -7.3% |
| 6M | -19.8% | -0.6% | -19.2% | -20.9% |
| YTD | -0.9% | +1.4% | -2.4% | -3.8% |
| 1Y | -15.7% | +17.6% | -33.3% | -24.3% |
| All | +16.9% | -3.3% | +20.1% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling