+93.1%
ACN vs GME
+285.6%
-192.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.7% | -0.4% | +3.3% |
| 7D | -1.5% | +10.4% | -11.9% | -1.8% |
| 30D | +2.1% | +14.1% | -12.0% | +1.7% |
| 3M | +11.1% | -4.6% | +15.7% | +11.2% |
| 6M | -6.8% | -13.5% | +6.7% | -6.6% |
| YTD | -30.0% | +5.3% | -35.4% | -30.2% |
| 1Y | -23.1% | -14.9% | -8.2% | -22.9% |
| 3Y | -40.4% | +24.3% | -64.7% | -42.4% |
| 5Y | -41.6% | -55.6% | +14.0% | -43.1% |
| All | +93.1% | +285.6% | -192.5% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling