-42.4%
ACI vs GME
-49.3%
+6.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +2.3% | +2.9% | -0.6% | +2.2% |
| 30D | +1.2% | -4.8% | +6.0% | +1.3% |
| 3M | +6.8% | +39.2% | -32.4% | +6.2% |
| 6M | -18.7% | +17.1% | -35.8% | -19.0% |
| YTD | -20.2% | +28.7% | -49.0% | -20.6% |
| 1Y | -23.7% | +23.3% | -47.1% | -24.1% |
| 3Y | -31.6% | +112.9% | -144.6% | -34.9% |
| All | -42.4% | -49.3% | +6.9% | -42.8% |
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 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