+428.1%
WMT vs GME
+285.6%
+142.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.3% |
| 7D | 0.0% | +10.4% | -10.4% | -0.1% |
| 30D | -7.4% | +14.1% | -21.5% | -7.5% |
| 3M | -10.9% | -4.6% | -6.2% | -10.8% |
| 6M | -12.7% | -13.5% | +0.9% | -12.6% |
| YTD | -3.2% | +5.3% | -8.5% | -3.3% |
| 1Y | +5.3% | -14.9% | +20.2% | +5.3% |
| 3Y | +101.9% | +24.3% | +77.6% | +100.1% |
| 5Y | +134.6% | -55.6% | +190.1% | +133.0% |
| All | +428.1% | +285.6% | +142.4% | +375.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling