+337.4%
AGI vs GME
+285.6%
+51.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.7% |
| 7D | -2.7% | +10.4% | -13.1% | -2.8% |
| 30D | +7.2% | +14.1% | -6.8% | +7.1% |
| 3M | +4.3% | -4.6% | +8.9% | +4.3% |
| 6M | -27.1% | -13.5% | -13.6% | -27.0% |
| YTD | -6.6% | +5.3% | -11.9% | -6.7% |
| 1Y | +9.5% | -14.9% | +24.4% | +9.6% |
| 3Y | +208.4% | +24.3% | +184.2% | +205.3% |
| 5Y | +401.6% | -55.6% | +457.2% | +396.9% |
| All | +337.4% | +285.6% | +51.8% | +426.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling