+22.2%
SWK vs GME
+475.1%
-452.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -1.4% | +2.9% | -4.3% | -1.5% |
| 30D | +25.5% | -4.8% | +30.2% | +25.7% |
| 3M | +11.8% | +39.2% | -27.4% | +10.2% |
| 6M | +48.7% | +17.1% | +31.6% | +47.5% |
| YTD | +57.2% | +28.7% | +28.5% | +55.2% |
| 1Y | +75.3% | +23.3% | +51.9% | +73.3% |
| 3Y | +51.9% | +112.9% | -61.0% | +40.5% |
| 5Y | -30.7% | -48.8% | +18.1% | -34.0% |
| All | +22.2% | +475.1% | -452.9% | -38.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling