+97.6%
AGG vs GME
+1,354.3%
-1,256.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.5% | -0.2% |
| 7D | -0.2% | +4.8% | -5.0% | -0.2% |
| 30D | -0.2% | +5.9% | -6.1% | -0.2% |
| 3M | -0.7% | -10.7% | +10.0% | -0.7% |
| 6M | -1.8% | -19.8% | +18.0% | -1.8% |
| YTD | -0.6% | -0.9% | +0.4% | -0.6% |
| 1Y | +0.4% | -15.7% | +16.1% | +0.4% |
| 3Y | +13.2% | +12.3% | +0.9% | +13.2% |
| 5Y | -2.0% | -60.1% | +58.1% | -2.0% |
| 10Y | +15.1% | +265.3% | -250.2% | +16.9% |
| All | +97.6% | +1,354.3% | -1,256.7% | +103.8% |
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 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