+1,394.6%
WDC vs GME
+11.4%
+1,383.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | +0.8% |
| 7D | +7.5% | +4.8% | +2.6% | +7.2% |
| 30D | +10.1% | +5.9% | +4.2% | +9.8% |
| 3M | -6.8% | -10.7% | +3.9% | -6.4% |
| 6M | +84.1% | -19.8% | +103.9% | +85.6% |
| YTD | +180.3% | -0.9% | +181.2% | +179.5% |
| 1Y | +411.1% | -15.7% | +426.8% | +413.5% |
| All | +1,394.6% | +11.4% | +1,383.2% | +1,395.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling