-91.7%
AIG vs GME
+1,127.7%
-1,219.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.8% | +0.1% |
| 7D | -1.4% | +4.8% | -6.3% | -1.8% |
| 30D | -3.3% | +5.9% | -9.2% | -3.8% |
| 3M | +2.2% | -10.7% | +12.9% | +2.9% |
| 6M | -2.1% | -19.8% | +17.7% | -0.8% |
| YTD | -11.2% | -0.9% | -10.2% | -11.5% |
| 1Y | -2.1% | -15.7% | +13.6% | -1.4% |
| 3Y | +34.4% | +12.3% | +22.1% | +18.5% |
| 5Y | +53.7% | -60.1% | +113.8% | +39.8% |
| 10Y | +64.4% | +265.3% | -200.9% | -50.1% |
| All | -91.7% | +1,127.7% | -1,219.3% | -98.2% |
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