+397.1%
GME vs FTV
+127.6%
+269.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +2.9% | +3.9% | -1.0% | +0.9% |
| 30D | -4.8% | +18.7% | -23.4% | -12.9% |
| 3M | +39.2% | +10.0% | +29.2% | +31.9% |
| 6M | +17.1% | +14.6% | +2.5% | +7.8% |
| YTD | +28.7% | +23.4% | +5.3% | +12.2% |
| 1Y | +23.3% | +31.3% | -8.0% | +3.6% |
| 3Y | +112.9% | +39.8% | +73.1% | +69.5% |
| 5Y | -48.8% | +17.7% | -66.5% | -55.8% |
| 10Y | +478.2% | +110.2% | +367.9% | +257.3% |
| All | +397.1% | +127.6% | +269.6% | +195.2% |
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