-2.6%
SW vs GME
-52.7%
+50.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.9% | -1.1% |
| 7D | +2.3% | +3.7% | -1.4% | +2.2% |
| 30D | +6.8% | +2.2% | +4.6% | +6.7% |
| 3M | -5.2% | +30.6% | -35.8% | -6.0% |
| 6M | +7.4% | -0.2% | +7.6% | +7.3% |
| YTD | +17.4% | +25.1% | -7.7% | +16.4% |
| 1Y | +27.1% | +17.7% | +9.4% | +26.2% |
| 3Y | +47.9% | +85.7% | -37.8% | +38.1% |
| All | -2.6% | -52.7% | +50.2% | -12.3% |
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