+34.8%
AIG vs GME
+18.5%
+16.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.4% |
| 7D | -1.2% | +10.4% | -11.5% | -1.1% |
| 30D | -1.1% | +14.1% | -15.1% | -1.1% |
| 3M | +0.7% | -4.6% | +5.3% | +0.7% |
| 6M | -2.2% | -13.5% | +11.4% | -2.2% |
| YTD | -10.8% | +5.3% | -16.2% | -10.8% |
| 1Y | -2.0% | -14.9% | +12.9% | -2.0% |
| 3Y | +34.8% | +24.3% | +10.6% | +40.3% |
| All | +34.8% | +18.5% | +16.3% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling