+59.1%
ACWI vs GME
-49.3%
+108.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +2.4% | +2.9% | -0.5% | +2.3% |
| 30D | -1.7% | -4.8% | +3.1% | -1.5% |
| 3M | -3.9% | +39.2% | -43.1% | -5.5% |
| 6M | +0.8% | +17.1% | -16.3% | -0.1% |
| YTD | +11.0% | +28.7% | -17.7% | +9.5% |
| 1Y | +13.1% | +23.3% | -10.2% | +11.7% |
| 3Y | +73.9% | +112.9% | -39.1% | +53.1% |
| All | +59.1% | -49.3% | +108.4% | +48.3% |
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