+276.4%
GME vs USFR
+28.0%
+248.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +6.0% | +0.1% | +6.0% | +5.9% |
| 30D | +8.3% | +0.3% | +8.0% | +8.0% |
| 3M | -9.1% | +1.0% | -10.0% | -10.0% |
| 6M | -16.3% | +1.9% | -18.3% | -18.1% |
| YTD | +1.5% | +2.7% | -1.1% | -1.5% |
| 1Y | -16.3% | +4.0% | -20.3% | -20.1% |
| 3Y | +15.1% | +14.1% | +1.1% | -3.3% |
| 5Y | -57.2% | +20.5% | -77.7% | -68.7% |
| All | +276.4% | +28.0% | +248.4% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling