+280.4%
SHW vs GME
+285.6%
-5.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.8% |
| 7D | -3.1% | +10.4% | -13.5% | -3.3% |
| 30D | -10.0% | +14.1% | -24.1% | -10.2% |
| 3M | +2.3% | -4.6% | +6.9% | +2.3% |
| 6M | +0.7% | -13.5% | +14.2% | +0.9% |
| YTD | +0.5% | +5.3% | -4.8% | +0.3% |
| 1Y | -11.5% | -14.9% | +3.4% | -11.3% |
| 3Y | +21.3% | +24.3% | -2.9% | +18.6% |
| 5Y | +12.5% | -55.6% | +68.1% | +10.4% |
| All | +280.4% | +285.6% | -5.2% | +204.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling