+124.0%
WFC vs GME
-58.0%
+182.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.2% |
| 7D | +1.1% | +0.4% | +0.6% | +1.0% |
| 30D | +0.8% | -1.4% | +2.2% | +0.9% |
| 3M | +9.3% | -15.1% | +24.4% | +10.0% |
| 6M | +10.6% | -22.5% | +33.1% | +11.7% |
| YTD | -4.1% | -5.9% | +1.9% | -4.0% |
| 1Y | +13.6% | -18.6% | +32.2% | +14.3% |
| 3Y | +130.7% | +6.7% | +124.1% | +112.6% |
| All | +124.0% | -58.0% | +182.0% | +117.8% |
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 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