+222.2%
ACWI vs GME
+520.4%
-298.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.6% |
| 7D | +0.3% | +5.8% | -5.5% | +0.2% |
| 30D | -2.8% | -3.7% | +0.8% | -2.8% |
| 3M | -3.2% | +33.6% | -36.7% | -3.8% |
| 6M | +1.3% | +5.4% | -4.1% | +1.1% |
| YTD | +11.2% | +27.4% | -16.2% | +10.4% |
| 1Y | +13.8% | +19.0% | -5.3% | +13.1% |
| 3Y | +76.2% | +101.5% | -25.3% | +68.5% |
| 5Y | +59.5% | -50.5% | +109.9% | +54.7% |
| 10Y | +222.2% | +493.3% | -271.1% | +125.9% |
| All | +222.2% | +520.4% | -298.2% | +125.9% |
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