+268.5%
GME vs FTV
+90.8%
+177.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +7.2% | -4.5% | +11.7% | +9.7% |
| 30D | +0.8% | -7.1% | +7.8% | +4.5% |
| 3M | -14.0% | -7.2% | -6.8% | -11.3% |
| 6M | -19.7% | -1.5% | -18.2% | -20.4% |
| YTD | -4.6% | +3.5% | -8.1% | -8.6% |
| 1Y | -14.3% | +20.3% | -34.7% | -25.0% |
| 3Y | +4.0% | -3.1% | +7.1% | +1.4% |
| 5Y | -62.2% | +2.3% | -64.5% | -64.6% |
| 10Y | +241.4% | +76.3% | +165.0% | +132.8% |
| All | +268.5% | +90.8% | +177.7% | +140.5% |
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