+225.5%
GWW vs GME
-56.3%
+281.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | +0.6% |
| 7D | -3.4% | +10.4% | -13.7% | -3.6% |
| 30D | -1.9% | +14.1% | -16.0% | -2.2% |
| 3M | -2.4% | -4.6% | +2.2% | -2.3% |
| 6M | +15.7% | -13.5% | +29.3% | +16.0% |
| YTD | +27.6% | +5.3% | +22.3% | +27.2% |
| 1Y | +27.2% | -14.9% | +42.1% | +27.5% |
| 3Y | +89.7% | +24.3% | +65.4% | +79.2% |
| All | +225.5% | -56.3% | +281.8% | +220.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling