+11.4%
WBD vs GME
+285.6%
-274.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.9% |
| 7D | -0.7% | +10.4% | -11.1% | -1.5% |
| 30D | +1.4% | +14.1% | -12.7% | +0.3% |
| 3M | +4.4% | -4.6% | +9.0% | +4.6% |
| 6M | +0.8% | -13.5% | +14.4% | +1.7% |
| YTD | -2.7% | +5.3% | -8.0% | -3.5% |
| 1Y | +73.4% | -14.9% | +88.3% | +74.5% |
| 3Y | +142.1% | +24.3% | +117.9% | +116.3% |
| 5Y | +7.2% | -55.6% | +62.8% | -0.8% |
| All | +11.4% | +285.6% | -274.3% | -44.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling