+1,414.5%
GME vs BWA
+973.5%
+441.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +6.0% | +7.3% | -1.3% | +2.4% |
| 30D | -5.9% | -15.8% | +9.9% | +1.9% |
| 3M | +38.2% | -25.7% | +63.9% | +57.3% |
| 6M | +14.5% | -19.6% | +34.1% | +23.3% |
| YTD | +27.6% | +14.1% | +13.5% | +11.4% |
| 1Y | +19.9% | +12.2% | +7.8% | +5.2% |
| 3Y | +104.3% | +63.8% | +40.5% | +46.4% |
| 5Y | -49.3% | +28.7% | -78.0% | -59.3% |
| 10Y | +473.0% | +95.8% | +377.3% | +276.0% |
| All | +1,414.5% | +973.5% | +441.0% | +244.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling