+384.7%
AGI vs GME
-56.3%
+441.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.6% |
| 7D | -2.7% | +10.4% | -13.1% | -3.1% |
| 30D | +7.2% | +14.1% | -6.8% | +6.8% |
| 3M | +4.3% | -4.6% | +8.9% | +4.4% |
| 6M | -27.1% | -13.5% | -13.6% | -26.8% |
| YTD | -6.6% | +5.3% | -11.9% | -6.9% |
| 1Y | +9.5% | -14.9% | +24.4% | +9.9% |
| 3Y | +208.4% | +24.3% | +184.2% | +192.2% |
| All | +384.7% | -56.3% | +441.0% | +358.4% |
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 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