-1.0%
AGG vs GME
+12.8%
-13.8%
-1.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | 0.0% |
| 7D | -1.1% | +10.4% | -11.4% | -0.8% |
| 30D | -1.1% | +14.1% | -15.2% | -0.8% |
| All | -1.0% | +12.8% | -13.8% | -0.7% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling