+545.7%
FICO vs GME
+483.4%
+62.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +0.9% | +4.8% | -3.9% | +0.8% |
| 30D | +9.4% | -4.3% | +13.7% | +9.5% |
| 3M | -30.4% | +35.3% | -65.7% | -30.8% |
| 6M | -35.1% | +4.7% | -39.8% | -35.2% |
| YTD | -56.8% | +26.6% | -83.4% | -57.0% |
| 1Y | -58.4% | +18.3% | -76.7% | -58.6% |
| 3Y | -26.7% | +102.8% | -129.5% | -29.1% |
| 5Y | +88.0% | -48.9% | +137.0% | +83.3% |
| 10Y | +545.7% | +480.5% | +65.3% | +320.8% |
| All | +545.7% | +483.4% | +62.3% | +320.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling