+5,221.8%
SHW vs GME
+1,082.6%
+4,139.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -3.2% | +7.2% | -10.5% | -3.5% |
| 30D | -9.5% | +0.8% | -10.3% | -9.6% |
| 3M | +11.5% | -14.0% | +25.4% | +12.1% |
| 6M | -3.5% | -19.7% | +16.2% | -2.7% |
| YTD | +3.7% | -4.6% | +8.3% | +3.7% |
| 1Y | -7.9% | -14.3% | +6.4% | -7.6% |
| 3Y | +24.7% | +4.0% | +20.7% | +17.3% |
| 5Y | +13.6% | -62.2% | +75.8% | +8.6% |
| 10Y | +283.0% | +241.4% | +41.6% | +110.4% |
| All | +5,221.8% | +1,082.6% | +4,139.2% | +2,072.8% |
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