+2,567.9%
FICO vs GME
+1,450.5%
+1,117.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.6% |
| 7D | -0.9% | +3.7% | -4.6% | -1.2% |
| 30D | +3.3% | +2.2% | +1.1% | +3.2% |
| 3M | -31.7% | +30.6% | -62.4% | -32.8% |
| 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% | -32.2% |
| 5Y | +85.3% | -52.9% | +138.2% | +72.9% |
| 10Y | +520.3% | +504.9% | +15.4% | +144.5% |
| All | +2,567.9% | +1,450.5% | +1,117.4% | +716.8% |
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