+290.5%
GME vs BWA
+156.8%
+133.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.3% | +2.8% |
| 7D | +10.4% | -1.3% | +11.7% | +11.2% |
| 30D | +14.1% | -2.9% | +17.0% | +15.7% |
| 3M | -4.6% | -10.7% | +6.1% | +0.9% |
| 6M | -13.5% | +26.5% | -40.0% | -28.1% |
| YTD | +5.3% | +49.1% | -43.8% | -24.7% |
| 1Y | -14.9% | +52.1% | -66.9% | -40.6% |
| 3Y | +24.3% | +72.6% | -48.3% | -23.0% |
| 5Y | -55.6% | +89.4% | -145.0% | -74.8% |
| All | +290.5% | +156.8% | +133.7% | +82.5% |
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