-25.3%
SWK vs GME
-49.7%
+24.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | +11.3% | +4.8% | +6.5% | +11.0% |
| 30D | +31.5% | -4.3% | +35.7% | +31.8% |
| 3M | +14.4% | +35.3% | -20.9% | +12.0% |
| 6M | +46.4% | +4.7% | +41.7% | +45.6% |
| YTD | +61.6% | +26.6% | +34.9% | +58.4% |
| 1Y | +78.7% | +18.3% | +60.4% | +75.9% |
| 3Y | +54.4% | +102.8% | -48.4% | +31.0% |
| 5Y | -25.3% | -48.9% | +23.6% | -33.4% |
| All | -25.3% | -49.7% | +24.4% | -33.4% |
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 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