-29.1%
FICO vs GME
+105.0%
-134.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.8% | -1.6% |
| 7D | +1.4% | +6.0% | -4.6% | +1.3% |
| 30D | -0.8% | -5.9% | +5.1% | -0.7% |
| 3M | -31.3% | +38.2% | -69.5% | -31.7% |
| 6M | -33.9% | +14.5% | -48.5% | -34.1% |
| YTD | -57.6% | +27.6% | -85.2% | -57.8% |
| 1Y | -59.7% | +19.9% | -79.6% | -59.8% |
| All | -29.1% | +105.0% | -134.1% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling