+46.2%
WM vs GME
+79.6%
-33.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.9% | -6.0% | -2.0% |
| 7D | +1.2% | +3.7% | -2.5% | +1.2% |
| 30D | +13.1% | +2.2% | +10.9% | +13.1% |
| 3M | +3.6% | +30.6% | -27.0% | +3.8% |
| 6M | +8.1% | -0.2% | +8.3% | +8.1% |
| YTD | +8.9% | +25.1% | -16.2% | +9.1% |
| 1Y | +20.3% | +17.7% | +2.7% | +20.5% |
| 3Y | +46.2% | +85.7% | -39.5% | +48.7% |
| All | +46.2% | +79.6% | -33.4% | +48.7% |
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 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