+490.4%
GME vs ACGL
+337.7%
+152.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.0% | +6.9% | +4.3% |
| 7D | +3.7% | +0.9% | +2.8% | +3.5% |
| 30D | +2.2% | +13.7% | -11.5% | +0.5% |
| 3M | +30.6% | +8.0% | +22.6% | +29.2% |
| 6M | -0.2% | +13.3% | -13.5% | -1.9% |
| YTD | +25.1% | +11.8% | +13.3% | +23.0% |
| 1Y | +17.7% | +22.2% | -4.6% | +14.3% |
| 3Y | +85.7% | +32.5% | +53.2% | +72.5% |
| 5Y | -52.9% | +160.2% | -213.1% | -63.8% |
| All | +490.4% | +337.7% | +152.7% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling