+4.4%
FICO vs GME
+3.8%
+0.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.7% |
| 7D | -19.2% | +7.2% | -26.4% | -19.3% |
| 30D | -14.6% | +0.8% | -15.4% | -14.6% |
| 3M | -20.1% | -14.0% | -6.1% | -19.9% |
| 6M | -36.3% | -19.7% | -16.6% | -36.1% |
| YTD | -44.9% | -4.6% | -40.3% | -44.8% |
| 1Y | -38.6% | -14.3% | -24.3% | -38.5% |
| All | +4.4% | +3.8% | +0.6% | +7.4% |
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