+445.6%
AG vs GME
+313.8%
+131.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +1.0% | +7.2% | -6.2% | +0.6% |
| 30D | +19.2% | +0.8% | +18.4% | +19.1% |
| 3M | +6.2% | -14.0% | +20.1% | +7.0% |
| 6M | -26.7% | -19.7% | -6.9% | -25.8% |
| YTD | +26.1% | -4.6% | +30.7% | +26.2% |
| 1Y | +131.7% | -14.3% | +146.0% | +133.3% |
| 3Y | +255.3% | +4.0% | +251.3% | +231.3% |
| 5Y | +61.9% | -62.2% | +124.1% | +54.5% |
| 10Y | +72.0% | +241.4% | -169.3% | -2.0% |
| All | +445.6% | +313.8% | +131.8% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling