+480.5%
GME vs ACM
+133.7%
+346.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +4.8% | +6.6% | -1.8% | +1.8% |
| 30D | -4.3% | +19.8% | -24.0% | -11.9% |
| 3M | +35.3% | -3.1% | +38.5% | +35.5% |
| 6M | +4.7% | -11.5% | +16.2% | +8.4% |
| YTD | +26.6% | -24.7% | +51.3% | +40.2% |
| 1Y | +18.3% | -45.1% | +63.4% | +52.7% |
| 3Y | +102.8% | -8.9% | +111.7% | +95.1% |
| 5Y | -48.9% | +5.4% | -54.3% | -54.3% |
| 10Y | +480.5% | +131.1% | +349.4% | +220.0% |
| All | +480.5% | +133.7% | +346.8% | +220.0% |
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