+46.0%
WM vs GME
+3.8%
+42.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -0.3% | +7.2% | -7.5% | -0.3% |
| 30D | -2.4% | +0.8% | -3.2% | -2.4% |
| 3M | +0.4% | -14.0% | +14.4% | +0.3% |
| 6M | -9.5% | -19.7% | +10.2% | -9.6% |
| YTD | +0.5% | -4.6% | +5.1% | +0.5% |
| 1Y | -1.1% | -14.3% | +13.3% | -1.2% |
| All | +46.0% | +3.8% | +42.2% | +51.9% |
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