+112.4%
WFC vs GME
+475.1%
-362.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | +2.5% | +2.9% | -0.4% | +2.4% |
| 30D | +7.0% | -4.8% | +11.8% | +7.2% |
| 3M | -1.8% | +39.2% | -41.0% | -2.9% |
| 6M | +18.4% | +17.1% | +1.3% | +17.6% |
| YTD | -5.6% | +28.7% | -34.3% | -6.6% |
| 1Y | +3.9% | +23.3% | -19.5% | +2.9% |
| 3Y | +126.3% | +112.9% | +13.4% | +110.8% |
| 5Y | +91.1% | -48.8% | +140.0% | +82.8% |
| All | +112.4% | +475.1% | -362.6% | +12.9% |
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