-2.1%
AIG vs GME
-17.1%
+15.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | 0.0% |
| 7D | -1.4% | +4.8% | -6.3% | -1.9% |
| 30D | -3.3% | +5.9% | -9.2% | -3.8% |
| 3M | +2.2% | -10.7% | +12.9% | +3.2% |
| 6M | -2.1% | -19.8% | +17.7% | +1.5% |
| All | -2.1% | -17.1% | +15.0% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling