-18.6%
GME vs ACGL
+2.4%
-21.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.4% |
| 7D | +0.4% | -2.9% | +3.4% | +0.5% |
| 30D | -1.4% | -2.8% | +1.4% | -1.4% |
| 3M | -15.1% | +6.8% | -21.9% | -14.9% |
| 6M | -22.5% | -1.5% | -20.9% | -22.8% |
| YTD | -5.9% | -0.2% | -5.7% | -6.1% |
| 1Y | -18.6% | +5.3% | -23.9% | -17.4% |
| All | -18.6% | +2.4% | -21.0% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling