+245.8%
GME vs ACM
+230.8%
+15.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +7.2% | -3.7% | +11.0% | +8.9% |
| 30D | +0.8% | -11.1% | +11.9% | +5.2% |
| 3M | -14.0% | -8.0% | -6.0% | -12.1% |
| 6M | -19.7% | -29.7% | +9.9% | -8.2% |
| YTD | -4.6% | -29.4% | +24.8% | +8.1% |
| 1Y | -14.3% | -46.4% | +32.1% | +9.0% |
| 3Y | +4.0% | -22.3% | +26.4% | +9.8% |
| 5Y | -62.2% | +4.5% | -66.7% | -64.7% |
| 10Y | +241.4% | +127.6% | +113.7% | +109.5% |
| All | +245.8% | +230.8% | +15.0% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling