+417.4%
WDC vs GME
-15.8%
+433.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +5.9% |
| 7D | +1.7% | +7.2% | -5.5% | +1.0% |
| 30D | -10.0% | +0.8% | -10.7% | -10.0% |
| 3M | -18.8% | -14.0% | -4.8% | -17.2% |
| 6M | +79.0% | -19.7% | +98.8% | +82.2% |
| YTD | +171.6% | -4.6% | +176.1% | +157.5% |
| 1Y | +417.4% | -14.3% | +431.7% | +400.0% |
| All | +417.4% | -15.8% | +433.2% | +400.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling