+33.4%
AG vs GME
+15.0%
+18.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.6% | +5.6% | +8.5% |
| 7D | -2.6% | +7.8% | -10.4% | -3.8% |
| 30D | -12.1% | -0.4% | -11.7% | -11.9% |
| 3M | -6.6% | +30.9% | -37.5% | -11.2% |
| 6M | -20.5% | +5.5% | -25.9% | -20.7% |
| YTD | -7.4% | +25.2% | -32.6% | -15.2% |
| 1Y | +33.4% | +14.4% | +19.0% | +25.7% |
| All | +33.4% | +15.0% | +18.4% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling