-2.3%
SW vs GME
-62.8%
+60.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | -5.1% | +7.2% | -12.3% | -5.3% |
| 30D | -4.6% | +0.8% | -5.4% | -4.6% |
| 3M | +9.4% | -14.0% | +23.3% | +9.8% |
| 6M | +3.5% | -19.7% | +23.2% | +4.1% |
| YTD | +22.0% | -4.6% | +26.6% | +22.1% |
| 1Y | +2.2% | -14.3% | +16.6% | +2.5% |
| 3Y | +19.6% | +4.0% | +15.6% | +14.1% |
| All | -2.3% | -62.8% | +60.5% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling