-60.1%
GME vs BWA
+89.5%
-149.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +6.1% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +5.9% | -5.6% | +11.4% | +8.7% |
| 3M | -10.7% | -10.7% | 0.0% | -6.3% |
| 6M | -19.8% | +23.2% | -43.0% | -31.0% |
| YTD | -0.9% | +46.0% | -46.9% | -26.9% |
| 1Y | -15.7% | +51.2% | -66.8% | -39.9% |
| 3Y | +12.3% | +69.6% | -57.3% | -28.2% |
| 5Y | -60.1% | +86.6% | -146.6% | -78.4% |
| All | -60.1% | +89.5% | -149.5% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling