-24.6%
SWK vs GME
-56.2%
+31.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -2.3% |
| 7D | +11.3% | +0.7% | +10.5% | +11.2% |
| 30D | +28.1% | -2.4% | +30.5% | +28.3% |
| 3M | +12.6% | +27.1% | -14.6% | +10.6% |
| 6M | +51.7% | -0.2% | +52.0% | +51.4% |
| YTD | +60.0% | +20.4% | +39.6% | +57.3% |
| 1Y | +72.7% | +9.8% | +62.9% | +70.8% |
| 3Y | +46.3% | +74.3% | -28.0% | +26.1% |
| 5Y | -24.6% | -54.7% | +30.0% | -32.9% |
| All | -24.6% | -56.2% | +31.6% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling