-58.2%
GME vs WU
-51.2%
-7.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.2% | +5.6% |
| 7D | +4.8% | -4.9% | +9.8% | +6.6% |
| 30D | +5.9% | -1.3% | +7.1% | +6.1% |
| 3M | -10.7% | -3.6% | -7.2% | -11.2% |
| 6M | -19.8% | -24.3% | +4.5% | -12.4% |
| YTD | -0.9% | -21.1% | +20.1% | +6.3% |
| 1Y | -15.7% | -10.3% | -5.4% | -14.9% |
| 3Y | +12.3% | -28.4% | +40.7% | +21.5% |
| All | -58.2% | -51.2% | -7.0% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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