+1.3%
SWKS vs GME
+98.5%
-97.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -3.1% | +4.8% | -7.9% | -3.4% |
| 30D | +8.3% | -4.3% | +12.6% | +8.5% |
| 3M | +20.2% | +35.3% | -15.1% | +18.2% |
| 6M | +24.9% | +4.7% | +20.2% | +24.3% |
| YTD | +33.2% | +26.6% | +6.5% | +31.1% |
| 1Y | +23.6% | +18.3% | +5.2% | +22.1% |
| 3Y | +1.3% | +102.8% | -101.5% | -7.2% |
| All | +1.3% | +98.5% | -97.3% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling