+97.0%
FCUV vs GME
-13.2%
+110.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -1.4% | -63.8% | -66.0% |
| 7D | -47.9% | +0.4% | -48.4% | -48.4% |
| 30D | +13.7% | -1.4% | +15.1% | +11.6% |
| 3M | +97.0% | -15.1% | +112.1% | +78.1% |
| All | +97.0% | -13.2% | +110.2% | +78.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling