+392.7%
GME vs FTV
+127.3%
+265.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +6.0% | +3.7% | +2.3% | +4.0% |
| 30D | -5.9% | +16.8% | -22.7% | -13.2% |
| 3M | +38.2% | +10.4% | +27.8% | +30.7% |
| 6M | +14.5% | +12.8% | +1.7% | +6.3% |
| YTD | +27.6% | +23.3% | +4.3% | +11.2% |
| 1Y | +19.9% | +31.0% | -11.0% | +0.9% |
| 3Y | +104.3% | +38.6% | +65.7% | +63.5% |
| 5Y | -49.3% | +17.6% | -66.9% | -56.1% |
| 10Y | +473.0% | +110.0% | +363.0% | +254.3% |
| All | +392.7% | +127.3% | +265.4% | +192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling