+102.8%
GME vs ACM
-7.4%
+110.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +4.8% | +6.6% | -1.8% | +3.8% |
| 30D | -4.3% | +19.8% | -24.0% | -6.7% |
| 3M | +35.3% | -3.1% | +38.5% | +36.3% |
| 6M | +4.7% | -11.5% | +16.2% | +7.3% |
| YTD | +26.6% | -24.7% | +51.3% | +33.9% |
| 1Y | +18.3% | -45.1% | +63.4% | +34.1% |
| 3Y | +102.8% | -8.9% | +111.7% | +98.7% |
| All | +102.8% | -7.4% | +110.2% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling