+493.3%
GME vs ACGL
+332.3%
+161.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +5.8% | -1.1% | +6.9% | +5.9% |
| 30D | -3.7% | +13.1% | -16.8% | -5.2% |
| 3M | +33.6% | +9.8% | +23.8% | +31.9% |
| 6M | +5.4% | +15.3% | -9.9% | +3.3% |
| YTD | +27.4% | +12.7% | +14.7% | +25.2% |
| 1Y | +19.0% | +20.7% | -1.7% | +15.9% |
| 3Y | +101.5% | +34.3% | +67.2% | +86.7% |
| 5Y | -50.5% | +170.6% | -221.0% | -62.2% |
| 10Y | +493.3% | +330.6% | +162.8% | +214.3% |
| All | +493.3% | +332.3% | +161.0% | +214.3% |
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