+133.3%
WFC vs GME
+11.4%
+121.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.3% | -3.3% | +1.8% |
| 7D | +0.4% | +4.8% | -4.4% | +0.3% |
| 30D | +2.5% | +5.9% | -3.4% | +2.3% |
| 3M | +10.0% | -10.7% | +20.7% | +10.2% |
| 6M | +15.1% | -19.8% | +34.9% | +15.5% |
| YTD | -2.2% | -0.9% | -1.3% | -2.3% |
| 1Y | +13.5% | -15.7% | +29.1% | +13.7% |
| All | +133.3% | +11.4% | +121.9% | +136.8% |
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