+27.6%
SWKS vs GME
+241.2%
-213.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | +12.5% | +7.2% | +5.3% | +12.1% |
| 30D | +10.5% | +0.8% | +9.7% | +10.5% |
| 3M | -7.4% | -14.0% | +6.6% | -6.8% |
| 6M | +32.7% | -19.7% | +52.4% | +33.8% |
| YTD | +19.2% | -4.6% | +23.7% | +19.2% |
| 1Y | +2.4% | -14.3% | +16.7% | +2.9% |
| 3Y | -25.6% | +4.0% | -29.6% | -29.7% |
| 5Y | -53.4% | -62.2% | +8.8% | -55.3% |
| All | +27.6% | +241.2% | -213.7% | -19.8% |
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