+1,075.8%
GME vs WY
+129.4%
+946.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.5% |
| 7D | +4.8% | -1.7% | +6.5% | +5.7% |
| 30D | +5.9% | -9.9% | +15.7% | +11.2% |
| 3M | -10.7% | -7.5% | -3.2% | -8.1% |
| 6M | -19.8% | -5.1% | -14.7% | -18.9% |
| YTD | -0.9% | -2.1% | +1.2% | -2.2% |
| 1Y | -15.7% | -7.3% | -8.3% | -14.7% |
| 3Y | +12.3% | -22.6% | +35.0% | +23.1% |
| 5Y | -60.1% | -19.8% | -40.3% | -56.0% |
| 10Y | +265.3% | +9.6% | +255.7% | +211.4% |
| All | +1,075.8% | +129.4% | +946.4% | +443.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling