-54.0%
GME vs ACGL
+159.2%
-213.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.0% | +6.9% | +4.0% |
| 7D | +3.7% | +0.9% | +2.8% | +3.6% |
| 30D | +2.2% | +13.7% | -11.5% | +1.9% |
| 3M | +30.6% | +8.0% | +22.6% | +30.4% |
| 6M | -0.2% | +13.3% | -13.5% | -0.5% |
| YTD | +25.1% | +11.8% | +13.3% | +24.7% |
| 1Y | +17.7% | +22.2% | -4.6% | +17.1% |
| 3Y | +85.7% | +32.5% | +53.2% | +74.2% |
| All | -54.0% | +159.2% | -213.3% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling