+125.7%
WFC vs GME
+104.4%
+21.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -1.3% | +1.6% | -2.9% | -1.3% |
| 30D | +3.6% | -6.2% | +9.8% | +3.7% |
| 3M | -1.3% | +35.8% | -37.1% | -1.9% |
| 6M | +18.0% | +10.3% | +7.7% | +17.7% |
| YTD | -5.9% | +27.2% | -33.1% | -6.4% |
| 1Y | +1.8% | +19.1% | -17.3% | +1.4% |
| All | +125.7% | +104.4% | +21.3% | +120.9% |
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 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