+5,453.2%
AGI vs GME
+1,902.8%
+3,550.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.3% | -4.0% | +1.2% |
| 7D | +2.2% | +4.8% | -2.6% | +2.1% |
| 30D | +11.3% | +5.9% | +5.4% | +11.1% |
| 3M | +5.6% | -10.7% | +16.4% | +5.9% |
| 6M | -27.7% | -19.8% | -7.9% | -27.4% |
| YTD | -4.1% | -0.9% | -3.1% | -4.1% |
| 1Y | +13.8% | -15.7% | +29.5% | +14.1% |
| 3Y | +217.0% | +12.3% | +204.7% | +208.8% |
| 5Y | +404.3% | -60.1% | +464.4% | +394.3% |
| 10Y | +400.5% | +265.3% | +135.2% | +326.0% |
| All | +5,453.2% | +1,902.8% | +3,550.4% | +4,436.4% |
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 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