+461.3%
GME vs BWA
+94.2%
+367.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +2.9% | +4.3% | -1.4% | +0.3% |
| 30D | -4.8% | -13.0% | +8.2% | +2.9% |
| 3M | +39.2% | -24.8% | +64.0% | +61.8% |
| 6M | +17.1% | -23.5% | +40.6% | +31.9% |
| YTD | +28.7% | +13.8% | +14.9% | +6.2% |
| 1Y | +23.3% | +13.4% | +9.9% | +1.4% |
| 3Y | +112.9% | +62.8% | +50.2% | +32.9% |
| 5Y | -48.8% | +28.5% | -77.3% | -63.6% |
| All | +461.3% | +94.2% | +367.1% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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