-99.3%
FCUV vs GME
+14.2%
-113.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.1% | +0.2% |
| 7D | -72.0% | +6.0% | -78.0% | -72.1% |
| 30D | -8.0% | +8.3% | -16.3% | -8.4% |
| 3M | +66.3% | -9.1% | +75.3% | +67.7% |
| 6M | -75.3% | -16.3% | -59.0% | -74.9% |
| YTD | -83.0% | +1.5% | -84.5% | -83.0% |
| 1Y | -94.7% | -16.3% | -78.3% | -94.6% |
| All | -99.3% | +14.2% | -113.5% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling