+755.0%
SW vs GME
+136.3%
+618.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | -5.1% | +7.2% | -12.3% | -5.1% |
| 30D | -4.6% | +0.8% | -5.4% | -4.6% |
| 3M | +9.4% | -14.0% | +23.3% | +9.4% |
| 6M | +3.5% | -19.7% | +23.2% | +3.6% |
| YTD | +22.0% | -4.6% | +26.6% | +22.0% |
| 1Y | +2.2% | -14.3% | +16.6% | +2.3% |
| 3Y | +19.6% | +4.0% | +15.6% | +19.5% |
| 5Y | -2.3% | -62.2% | +59.9% | -2.7% |
| 10Y | +181.4% | +241.4% | -60.0% | +191.5% |
| All | +755.0% | +136.3% | +618.7% | +847.4% |
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