-99.8%
FCUV vs GME
-56.3%
-43.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.7% | -0.5% | +2.8% |
| 7D | -66.5% | +10.4% | -76.9% | -66.8% |
| 30D | +5.0% | +14.1% | -9.1% | +3.6% |
| 3M | +63.8% | -4.6% | +68.4% | +64.8% |
| 6M | -67.8% | -13.5% | -54.3% | -67.3% |
| YTD | -82.4% | +5.3% | -87.7% | -82.5% |
| 1Y | -94.7% | -14.9% | -79.9% | -94.6% |
| 3Y | -99.3% | +24.3% | -123.5% | -99.3% |
| All | -99.8% | -56.3% | -43.5% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling