+29.5%
SWK vs GME
+520.4%
-491.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +1.0% | +2.8% |
| 7D | +10.7% | +5.8% | +4.9% | +10.4% |
| 30D | +33.3% | -3.7% | +37.0% | +33.5% |
| 3M | +14.7% | +33.6% | -18.9% | +13.2% |
| 6M | +48.5% | +5.4% | +43.1% | +48.0% |
| YTD | +63.9% | +27.4% | +36.4% | +61.9% |
| 1Y | +80.4% | +19.0% | +61.4% | +78.6% |
| 3Y | +58.1% | +101.5% | -43.4% | +46.5% |
| 5Y | -24.5% | -50.5% | +26.0% | -28.0% |
| 10Y | +29.5% | +493.3% | -463.9% | -34.5% |
| All | +29.5% | +520.4% | -491.0% | -34.5% |
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