-80.5%
FCUV vs GME
-15.8%
-64.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.4% | -13.3% | -13.6% |
| 7D | +62.8% | +7.2% | +55.6% | +60.8% |
| 30D | +66.5% | +0.8% | +65.7% | +66.2% |
| 3M | +459.9% | -14.0% | +473.9% | +485.0% |
| 6M | -12.4% | -19.7% | +7.4% | -6.8% |
| YTD | -47.5% | -4.6% | -42.9% | -53.9% |
| 1Y | -80.5% | -14.3% | -66.2% | -81.4% |
| All | -80.5% | -15.8% | -64.7% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling