-48.9%
GME vs ACM
+4.8%
-53.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | +4.8% | +6.6% | -1.8% | +2.0% |
| 30D | -4.3% | +19.8% | -24.0% | -11.3% |
| 3M | +35.3% | -3.1% | +38.5% | +36.1% |
| 6M | +4.7% | -11.5% | +16.2% | +9.2% |
| YTD | +26.6% | -24.7% | +51.3% | +41.7% |
| 1Y | +18.3% | -45.1% | +63.4% | +58.3% |
| 3Y | +102.8% | -8.9% | +111.7% | +80.0% |
| 5Y | -48.9% | +5.4% | -54.3% | -63.7% |
| All | -48.9% | +4.8% | -53.7% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling