+5,492.6%
SHW vs GME
+1,495.6%
+3,997.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | +1.9% | +2.9% | -1.0% | +1.8% |
| 30D | +8.1% | -4.8% | +12.8% | +8.3% |
| 3M | -2.8% | +39.2% | -42.0% | -4.3% |
| 6M | +15.0% | +17.1% | -2.0% | +14.1% |
| YTD | +9.0% | +28.7% | -19.7% | +7.5% |
| 1Y | +4.5% | +23.3% | -18.9% | +3.2% |
| 3Y | +41.9% | +112.9% | -71.1% | +29.0% |
| 5Y | +10.7% | -48.8% | +59.6% | +4.5% |
| 10Y | +340.4% | +478.2% | -137.8% | +129.5% |
| All | +5,492.6% | +1,495.6% | +3,997.0% | +2,152.0% |
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