+904.6%
SCHW vs GME
+1,158.5%
-254.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.5% |
| 7D | -2.8% | +6.0% | -8.8% | -3.2% |
| 30D | -0.1% | +8.3% | -8.4% | -0.7% |
| 3M | +20.6% | -9.1% | +29.6% | +21.3% |
| 6M | +15.9% | -16.3% | +32.3% | +17.2% |
| YTD | +8.5% | +1.5% | +6.9% | +7.9% |
| 1Y | +17.8% | -16.3% | +34.2% | +18.9% |
| 3Y | +88.5% | +15.1% | +73.4% | +66.7% |
| 5Y | +60.6% | -57.2% | +117.8% | +46.3% |
| 10Y | +298.0% | +274.5% | +23.5% | +24.4% |
| All | +904.6% | +1,158.5% | -254.0% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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