+276.4%
GME vs ACM
+131.7%
+144.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.3% |
| 7D | +6.0% | -5.9% | +11.9% | +8.9% |
| 30D | +8.3% | -6.2% | +14.5% | +10.7% |
| 3M | -9.1% | -7.9% | -1.2% | -7.2% |
| 6M | -16.3% | -30.6% | +14.3% | -2.7% |
| YTD | +1.5% | -33.3% | +34.8% | +19.3% |
| 1Y | -16.3% | -49.2% | +32.9% | +11.9% |
| 3Y | +15.1% | -23.5% | +38.6% | +21.2% |
| 5Y | -57.2% | +0.9% | -58.1% | -60.7% |
| All | +276.4% | +131.7% | +144.8% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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