+743.5%
GME vs TW
+206.7%
+536.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.0% |
| 7D | +10.4% | -4.5% | +14.9% | +11.9% |
| 30D | +14.1% | -2.3% | +16.3% | +14.7% |
| 3M | -4.6% | +2.6% | -7.2% | -6.0% |
| 6M | -13.5% | -17.5% | +4.0% | -9.2% |
| YTD | +5.3% | -5.3% | +10.6% | +5.2% |
| 1Y | -14.9% | -14.8% | -0.1% | -12.2% |
| 3Y | +24.3% | +18.8% | +5.4% | +7.8% |
| 5Y | -55.6% | +20.7% | -76.3% | -63.0% |
| All | +743.5% | +206.7% | +536.8% | +469.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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