-60.1%
GME vs FTV
+1.8%
-61.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +6.1% |
| 7D | +4.8% | -1.3% | +6.1% | +5.7% |
| 30D | +5.9% | -9.5% | +15.4% | +12.7% |
| 3M | -10.7% | -10.9% | +0.2% | -4.8% |
| 6M | -19.8% | -0.6% | -19.2% | -21.5% |
| YTD | -0.9% | +1.4% | -2.4% | -5.9% |
| 1Y | -15.7% | +17.6% | -33.3% | -29.2% |
| 3Y | +12.3% | -3.3% | +15.6% | +6.9% |
| 5Y | -60.1% | -0.1% | -59.9% | -68.1% |
| All | -60.1% | +1.8% | -61.9% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling