+1.4%
GME vs ACGL
+35.2%
-33.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -1.0% |
| 7D | +7.2% | -0.7% | +8.0% | +6.9% |
| 30D | +0.8% | -1.0% | +1.8% | +0.4% |
| 3M | -14.0% | +11.0% | -25.0% | -9.9% |
| 6M | -19.7% | -0.3% | -19.4% | -19.8% |
| YTD | -4.6% | +2.3% | -6.9% | -3.4% |
| 1Y | -14.3% | +6.4% | -20.7% | -11.3% |
| All | +1.4% | +35.2% | -33.7% | +16.4% |
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 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