+3,436.6%
GWW vs GME
+1,066.0%
+2,370.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.6% |
| 7D | -1.5% | +0.4% | -2.0% | -1.5% |
| 30D | +1.1% | -1.4% | +2.5% | +1.2% |
| 3M | -1.0% | -15.1% | +14.2% | -0.3% |
| 6M | +16.3% | -22.5% | +38.8% | +17.5% |
| YTD | +28.5% | -5.9% | +34.4% | +28.5% |
| 1Y | +30.3% | -18.6% | +48.9% | +31.1% |
| 3Y | +91.6% | +6.7% | +84.9% | +77.9% |
| 5Y | +224.0% | -62.0% | +286.0% | +206.8% |
| 10Y | +551.3% | +239.5% | +311.9% | +211.2% |
| All | +3,436.6% | +1,066.0% | +2,370.6% | +1,149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GME 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling