+111.0%
GME vs BWA
+64.3%
+46.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +6.0% | +7.3% | -1.3% | +3.7% |
| 30D | -5.9% | -15.8% | +9.9% | -0.8% |
| 3M | +38.2% | -25.7% | +63.9% | +51.1% |
| 6M | +14.5% | -19.6% | +34.1% | +19.9% |
| YTD | +27.6% | +14.1% | +13.5% | +7.9% |
| 1Y | +19.9% | +12.2% | +7.8% | +2.2% |
| All | +111.0% | +64.3% | +46.7% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling