+112.9%
GME vs ACGL
+33.8%
+79.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +1.0% |
| 7D | +2.9% | +2.2% | +0.7% | +3.8% |
| 30D | -4.8% | +12.3% | -17.1% | -0.1% |
| 3M | +39.2% | +11.8% | +27.4% | +45.9% |
| 6M | +17.1% | +17.5% | -0.4% | +25.7% |
| YTD | +28.7% | +14.3% | +14.5% | +36.7% |
| 1Y | +23.3% | +18.2% | +5.2% | +33.4% |
| 3Y | +112.9% | +33.2% | +79.8% | +161.5% |
| All | +112.9% | +33.8% | +79.1% | +161.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling