-57.2%
GME vs WY
-22.3%
-34.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.7% | +5.2% | +4.2% |
| 7D | +6.0% | -3.7% | +9.7% | +8.5% |
| 30D | +8.3% | -11.3% | +19.6% | +16.7% |
| 3M | -9.1% | -8.1% | -0.9% | -5.2% |
| 6M | -16.3% | -7.4% | -8.9% | -14.1% |
| YTD | +1.5% | -4.7% | +6.2% | +0.5% |
| 1Y | -16.3% | -9.2% | -7.1% | -14.5% |
| 3Y | +15.1% | -24.7% | +39.8% | +32.8% |
| 5Y | -57.2% | -21.6% | -35.6% | -47.8% |
| All | -57.2% | -22.3% | -34.8% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling