+50.8%
SWKS vs GME
+475.1%
-424.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +9.4% | +2.9% | +6.5% | +9.3% |
| 30D | +17.0% | -4.8% | +21.8% | +17.2% |
| 3M | +28.9% | +39.2% | -10.3% | +26.8% |
| 6M | +33.1% | +17.1% | +16.1% | +31.9% |
| YTD | +44.8% | +28.7% | +16.1% | +42.7% |
| 1Y | +36.2% | +23.3% | +12.9% | +34.5% |
| 3Y | +11.5% | +112.9% | -101.4% | +2.1% |
| 5Y | -37.1% | -48.8% | +11.8% | -40.5% |
| All | +50.8% | +475.1% | -424.2% | -17.4% |
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 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