-60.1%
GME vs USFR
+20.4%
-80.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +4.8% | +0.1% | +4.8% | +5.1% |
| 30D | +5.9% | +0.3% | +5.6% | +6.9% |
| 3M | -10.7% | +1.0% | -11.7% | -7.6% |
| 6M | -19.8% | +1.9% | -21.7% | -14.1% |
| YTD | -0.9% | +2.7% | -3.6% | +8.8% |
| 1Y | -15.7% | +4.0% | -19.7% | -3.1% |
| 3Y | +12.3% | +14.0% | -1.7% | +81.5% |
| 5Y | -60.1% | +20.4% | -80.5% | -52.7% |
| All | -60.1% | +20.4% | -80.5% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling