-16.0%
ACN vs GME
+105.0%
-121.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | -5.7% | +6.0% | -11.7% | -5.9% |
| 30D | +17.0% | -5.9% | +22.9% | +17.2% |
| 3M | +39.9% | +38.2% | +1.7% | +38.7% |
| 6M | +50.2% | +14.5% | +35.7% | +49.6% |
| YTD | -4.2% | +27.6% | -31.7% | -4.8% |
| 1Y | +4.3% | +19.9% | -15.6% | +3.8% |
| All | -16.0% | +105.0% | -121.0% | -17.8% |
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 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