-56.4%
FICO vs GME
+15.0%
-71.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.8% | -3.7% |
| 7D | +0.4% | +7.8% | -7.4% | -0.6% |
| 30D | +1.7% | -0.4% | +2.1% | +1.8% |
| 3M | -33.0% | +30.9% | -63.9% | -35.2% |
| 6M | -33.9% | +5.5% | -39.3% | -35.2% |
| YTD | -58.5% | +25.2% | -83.7% | -58.4% |
| 1Y | -56.4% | +14.4% | -70.7% | -56.7% |
| All | -56.4% | +15.0% | -71.3% | -56.7% |
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