+642.9%
WDC vs GME
+475.1%
+167.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -5.9% | -5.1% |
| 7D | +12.1% | +2.9% | +9.2% | +11.9% |
| 30D | -18.8% | -4.8% | -14.0% | -18.5% |
| 3M | -39.3% | +39.2% | -78.5% | -40.6% |
| 6M | -40.1% | +17.1% | -57.2% | -40.9% |
| YTD | +71.8% | +28.7% | +43.1% | +68.2% |
| 1Y | +88.5% | +23.3% | +65.1% | +85.0% |
| 3Y | +770.0% | +112.9% | +657.1% | +662.5% |
| 5Y | +549.0% | -48.8% | +597.9% | +501.0% |
| All | +642.9% | +475.1% | +167.8% | +224.5% |
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