+3,430.2%
FICO vs GME
+1,082.6%
+2,347.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.4% |
| 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% | -38.3% |
| 3Y | +4.0% | +4.0% | 0.0% | -4.1% |
| 5Y | +99.5% | -62.2% | +161.7% | +88.3% |
| 10Y | +604.7% | +241.4% | +363.3% | +202.1% |
| All | +3,430.2% | +1,082.6% | +2,347.6% | +997.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling