-94.7%
FCUV vs GME
-11.9%
-82.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.5% | +2.3% |
| 7D | -66.5% | +10.4% | -76.9% | -67.1% |
| 30D | +5.0% | +14.1% | -9.1% | +2.3% |
| 3M | +63.8% | -4.6% | +68.4% | +66.8% |
| 6M | -67.8% | -13.5% | -54.3% | -65.4% |
| YTD | -82.4% | +5.3% | -87.7% | -84.7% |
| 1Y | -94.7% | -14.9% | -79.9% | -94.4% |
| All | -94.7% | -11.9% | -82.9% | -94.4% |
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