+19.8%
GME vs WY
-25.0%
+44.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +3.5% |
| 7D | +6.0% | -3.7% | +9.7% | +7.4% |
| 30D | +8.3% | -11.3% | +19.6% | +13.1% |
| 3M | -9.1% | -8.1% | -0.9% | -6.8% |
| 6M | -16.3% | -7.4% | -8.9% | -15.0% |
| YTD | +1.5% | -4.7% | +6.2% | +0.6% |
| 1Y | -16.3% | -9.2% | -7.1% | -15.0% |
| All | +19.8% | -25.0% | +44.8% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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