+213.4%
GME vs USFR
+27.5%
+185.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +7.2% | +0.1% | +7.2% | +7.2% |
| 30D | +0.8% | +0.3% | +0.5% | +0.6% |
| 3M | -14.0% | +1.0% | -15.0% | -14.6% |
| 6M | -19.7% | +1.9% | -21.7% | -20.9% |
| YTD | -4.6% | +2.6% | -7.2% | -6.5% |
| 1Y | -14.3% | +4.0% | -18.4% | -16.9% |
| 3Y | +4.0% | +14.1% | -10.1% | -6.5% |
| 5Y | -62.2% | +20.4% | -82.6% | -67.9% |
| 10Y | +241.4% | +28.0% | +213.4% | +177.1% |
| All | +213.4% | +27.5% | +185.8% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling