+730.4%
SW vs GME
+198.1%
+532.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.5% |
| 7D | +4.7% | +0.7% | +3.9% | +4.7% |
| 30D | +5.0% | -2.4% | +7.4% | +5.0% |
| 3M | -7.3% | +27.1% | -34.5% | -7.4% |
| 6M | +15.0% | -0.2% | +15.2% | +15.0% |
| YTD | +18.5% | +20.4% | -1.9% | +18.4% |
| 1Y | +27.1% | +9.8% | +17.3% | +27.1% |
| 3Y | +49.3% | +74.3% | -24.9% | +49.1% |
| 5Y | -1.6% | -54.7% | +53.0% | -2.1% |
| 10Y | +185.4% | +482.0% | -296.7% | +196.9% |
| All | +730.4% | +198.1% | +532.3% | +819.4% |
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