-95.6%
FCUV vs GME
+130.6%
-226.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -1.4% | -63.8% | -65.2% |
| 7D | -47.9% | +0.4% | -48.4% | -47.9% |
| 30D | +13.7% | -1.4% | +15.1% | +13.8% |
| 3M | +97.0% | -15.1% | +112.1% | +98.3% |
| 6M | -66.1% | -22.5% | -43.6% | -65.8% |
| YTD | -81.8% | -5.9% | -75.8% | -81.7% |
| 1Y | -93.3% | -18.6% | -74.6% | -93.2% |
| 3Y | -99.2% | +6.7% | -105.9% | -99.2% |
| 5Y | -99.9% | -62.0% | -37.9% | -99.9% |
| 10Y | -98.5% | +239.5% | -338.0% | -98.7% |
| All | -95.6% | +130.6% | -226.2% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling