+1,428.1%
GME vs BWA
+971.4%
+456.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +2.9% | +4.3% | -1.4% | +0.8% |
| 30D | -4.8% | -13.0% | +8.2% | +1.5% |
| 3M | +39.2% | -24.8% | +64.0% | +57.5% |
| 6M | +17.1% | -23.5% | +40.6% | +29.3% |
| YTD | +28.7% | +13.8% | +14.9% | +12.5% |
| 1Y | +23.3% | +13.4% | +9.9% | +7.5% |
| 3Y | +112.9% | +62.8% | +50.2% | +53.1% |
| 5Y | -48.8% | +28.5% | -77.3% | -58.9% |
| 10Y | +478.2% | +95.4% | +382.8% | +279.7% |
| All | +1,428.1% | +971.4% | +456.7% | +248.2% |
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