+0.3%
AG vs GME
-49.3%
+49.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | -10.0% | +2.9% | -12.9% | -10.2% |
| 30D | -10.5% | -4.8% | -5.7% | -10.1% |
| 3M | -27.3% | +39.2% | -66.5% | -29.2% |
| 6M | -43.0% | +17.1% | -60.1% | -43.8% |
| YTD | -17.9% | +28.7% | -46.6% | -19.8% |
| 1Y | +11.9% | +23.3% | -11.4% | +9.7% |
| 3Y | +201.8% | +112.9% | +88.9% | +154.3% |
| All | +0.3% | -49.3% | +49.6% | -7.1% |
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