-41.9%
ACN vs GME
+4.1%
-46.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.1% |
| 7D | -4.8% | +0.4% | -5.2% | -4.8% |
| 30D | +1.9% | -1.4% | +3.3% | +1.9% |
| 3M | +3.9% | -15.1% | +19.0% | +4.3% |
| 6M | -15.0% | -22.5% | +7.5% | -14.6% |
| YTD | -31.9% | -5.9% | -26.0% | -31.8% |
| 1Y | -28.5% | -18.6% | -9.9% | -28.2% |
| 3Y | -41.9% | +6.7% | -48.6% | -42.2% |
| All | -41.9% | +4.1% | -46.0% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling