+76.9%
FICO vs GME
-52.7%
+129.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.6% |
| 7D | -0.9% | +3.7% | -4.6% | -1.1% |
| 30D | +3.3% | +2.2% | +1.1% | +3.2% |
| 3M | -31.7% | +30.6% | -62.4% | -32.7% |
| 6M | -34.0% | -0.2% | -33.8% | -34.1% |
| YTD | -58.3% | +25.1% | -83.4% | -58.9% |
| 1Y | -57.9% | +17.7% | -75.6% | -58.4% |
| 3Y | -24.1% | +85.7% | -109.7% | -34.6% |
| All | +76.9% | -52.7% | +129.7% | +60.0% |
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