+53.1%
AIG vs GME
-56.3%
+109.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.3% |
| 7D | -1.2% | +10.4% | -11.5% | -1.4% |
| 30D | -1.1% | +14.1% | -15.1% | -1.4% |
| 3M | +0.7% | -4.6% | +5.3% | +0.8% |
| 6M | -2.2% | -13.5% | +11.4% | -1.9% |
| YTD | -10.8% | +5.3% | -16.2% | -11.1% |
| 1Y | -2.0% | -14.9% | +12.9% | -1.8% |
| 3Y | +34.8% | +24.3% | +10.6% | +25.5% |
| All | +53.1% | -56.3% | +109.5% | +48.9% |
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