+531.6%
FICO vs GME
+520.4%
+11.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.9% | +2.7% |
| 7D | -0.1% | +5.8% | -5.8% | -0.2% |
| 30D | +8.4% | -3.7% | +12.1% | +8.5% |
| 3M | -30.5% | +33.6% | -64.1% | -30.9% |
| 6M | -35.7% | +5.4% | -41.1% | -35.8% |
| YTD | -57.2% | +27.4% | -84.6% | -57.4% |
| 1Y | -58.4% | +19.0% | -77.4% | -58.6% |
| 3Y | -24.8% | +101.5% | -126.3% | -27.3% |
| 5Y | +79.3% | -50.5% | +129.7% | +74.8% |
| 10Y | +531.6% | +493.3% | +38.3% | +310.7% |
| All | +531.6% | +520.4% | +11.2% | +310.7% |
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 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