-44.0%
ACN vs GME
-55.8%
+11.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.1% | -2.1% |
| 7D | -6.3% | +4.8% | -11.2% | -6.6% |
| 30D | -1.4% | +5.9% | -7.2% | -1.7% |
| 3M | +2.6% | -10.7% | +13.3% | +3.1% |
| 6M | -14.3% | -19.8% | +5.5% | -13.5% |
| YTD | -33.1% | -0.9% | -32.2% | -33.2% |
| 1Y | -28.8% | -15.7% | -13.1% | -28.4% |
| 3Y | -43.0% | +12.3% | -55.3% | -47.7% |
| 5Y | -44.0% | -60.1% | +16.0% | -47.3% |
| All | -44.0% | -55.8% | +11.8% | -47.3% |
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