+88.4%
GWW vs GME
+14.2%
+74.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.6% |
| 7D | -3.1% | +6.0% | -9.2% | -3.2% |
| 30D | -2.3% | +8.3% | -10.7% | -2.4% |
| 3M | -3.3% | -9.1% | +5.7% | -3.3% |
| 6M | +15.4% | -16.3% | +31.7% | +15.4% |
| YTD | +26.7% | +1.5% | +25.2% | +26.7% |
| 1Y | +29.0% | -16.3% | +45.3% | +29.0% |
| All | +88.4% | +14.2% | +74.2% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling