+56.2%
AG vs GME
-56.3%
+112.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.7% | -6.7% | -3.2% |
| 7D | -6.7% | +10.4% | -17.1% | -7.5% |
| 30D | +2.2% | +14.1% | -11.9% | +1.1% |
| 3M | +15.7% | -4.6% | +20.3% | +16.0% |
| 6M | -23.8% | -13.5% | -10.3% | -23.1% |
| YTD | +17.6% | +5.3% | +12.3% | +16.8% |
| 1Y | +88.6% | -14.9% | +103.5% | +90.3% |
| 3Y | +253.4% | +24.3% | +229.2% | +213.8% |
| All | +56.2% | -56.3% | +112.5% | +48.8% |
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