+1,228.2%
WDC vs GME
+271.8%
+956.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.9% | -4.6% |
| 7D | +4.4% | +6.0% | -1.6% | +4.0% |
| 30D | +5.3% | +8.3% | -3.1% | +4.7% |
| 3M | -5.9% | -9.1% | +3.1% | -5.5% |
| 6M | +73.2% | -16.3% | +89.6% | +74.8% |
| YTD | +167.8% | +1.5% | +166.3% | +166.5% |
| 1Y | +386.0% | -16.3% | +402.3% | +389.6% |
| 3Y | +1,309.7% | +15.1% | +1,294.6% | +1,185.7% |
| 5Y | +957.1% | -57.2% | +1,014.3% | +890.0% |
| All | +1,228.2% | +271.8% | +956.4% | +520.9% |
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