+276.4%
GME vs ACGL
+277.0%
-0.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +6.0% | -3.6% | +9.7% | +6.5% |
| 30D | +8.3% | -2.1% | +10.4% | +8.6% |
| 3M | -9.1% | +5.4% | -14.4% | -9.7% |
| 6M | -16.3% | 0.0% | -16.3% | -16.5% |
| YTD | +1.5% | +0.3% | +1.3% | +1.3% |
| 1Y | -16.3% | +6.2% | -22.5% | -17.3% |
| 3Y | +15.1% | +30.9% | -15.8% | +5.4% |
| 5Y | -57.2% | +159.8% | -217.0% | -67.4% |
| All | +276.4% | +277.0% | -0.6% | +119.4% |
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