+1,314.9%
WMB vs GME
+1,082.6%
+232.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.6% | +7.2% | -6.6% | 0.0% |
| 30D | +3.3% | +0.8% | +2.5% | +3.2% |
| 3M | +3.1% | -14.0% | +17.1% | +4.2% |
| 6M | -0.7% | -19.7% | +19.0% | +0.6% |
| YTD | +25.2% | -4.6% | +29.7% | +25.0% |
| 1Y | +32.9% | -14.3% | +47.2% | +33.5% |
| 3Y | +140.6% | +4.0% | +136.5% | +114.5% |
| 5Y | +273.5% | -62.2% | +335.7% | +242.0% |
| 10Y | +334.2% | +241.4% | +92.8% | +41.7% |
| All | +1,314.9% | +1,082.6% | +232.3% | +180.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling