+101.7%
FICO vs GME
-62.8%
+164.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.7% |
| 7D | -19.2% | +7.2% | -26.4% | -19.5% |
| 30D | -14.6% | +0.8% | -15.4% | -14.6% |
| 3M | -20.1% | -14.0% | -6.1% | -19.5% |
| 6M | -36.3% | -19.7% | -16.6% | -35.7% |
| YTD | -44.9% | -4.6% | -40.3% | -44.8% |
| 1Y | -38.6% | -14.3% | -24.3% | -38.4% |
| 3Y | +4.0% | +4.0% | 0.0% | -6.2% |
| All | +101.7% | -62.8% | +164.5% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling