+21.9%
SWK vs GME
+470.0%
-448.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -2.0% | +6.0% | -8.0% | -2.2% |
| 30D | +24.6% | -5.9% | +30.5% | +24.9% |
| 3M | +10.8% | +38.2% | -27.4% | +9.3% |
| 6M | +46.1% | +14.5% | +31.5% | +45.0% |
| YTD | +56.8% | +27.6% | +29.3% | +54.9% |
| 1Y | +72.7% | +19.9% | +52.8% | +71.0% |
| 3Y | +49.9% | +104.3% | -54.4% | +38.8% |
| 5Y | -30.9% | -49.3% | +18.4% | -34.1% |
| All | +21.9% | +470.0% | -448.1% | -38.6% |
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