+264.1%
AG vs GME
+14.2%
+249.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.4% | -5.0% |
| 7D | -5.8% | +6.0% | -11.8% | -6.1% |
| 30D | +6.4% | +8.3% | -2.0% | +5.9% |
| 3M | +28.4% | -9.1% | +37.4% | +28.9% |
| 6M | -24.5% | -16.3% | -8.1% | -23.8% |
| YTD | +21.2% | +1.5% | +19.6% | +20.9% |
| 1Y | +114.1% | -16.3% | +130.4% | +115.7% |
| All | +264.1% | +14.2% | +249.9% | +266.3% |
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 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