+149.0%
WMB vs GME
+4.1%
+145.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.3% |
| 7D | +0.8% | +0.4% | +0.4% | +0.8% |
| 30D | +7.7% | -1.4% | +9.1% | +7.7% |
| 3M | +6.7% | -15.1% | +21.8% | +6.9% |
| 6M | +3.6% | -22.5% | +26.1% | +3.9% |
| YTD | +28.0% | -5.9% | +33.9% | +27.9% |
| 1Y | +37.6% | -18.6% | +56.3% | +37.8% |
| 3Y | +149.0% | +6.7% | +142.4% | +154.3% |
| All | +149.0% | +4.1% | +145.0% | +154.3% |
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