+92.0%
WFC vs GME
-48.9%
+140.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | -1.3% | +1.6% | -2.9% | -1.4% |
| 30D | +3.6% | -6.2% | +9.8% | +3.9% |
| 3M | -1.3% | +35.8% | -37.1% | -2.7% |
| 6M | +18.0% | +10.3% | +7.7% | +17.3% |
| YTD | -5.9% | +27.2% | -33.1% | -7.1% |
| 1Y | +1.8% | +19.1% | -17.3% | +0.7% |
| 3Y | +125.0% | +103.7% | +21.3% | +99.0% |
| 5Y | +92.0% | -50.0% | +141.9% | +81.7% |
| All | +92.0% | -48.9% | +140.9% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling