-37.7%
SWKS vs GME
-48.9%
+11.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.5% | +5.5% | +5.9% |
| 7D | +5.7% | +1.6% | +4.1% | +5.5% |
| 30D | +17.3% | -6.2% | +23.5% | +17.9% |
| 3M | +28.3% | +35.8% | -7.5% | +24.6% |
| 6M | +26.1% | +10.3% | +15.8% | +24.6% |
| YTD | +41.1% | +27.2% | +13.8% | +37.4% |
| 1Y | +31.4% | +19.1% | +12.3% | +28.7% |
| 3Y | +7.3% | +103.7% | -96.5% | -13.8% |
| 5Y | -37.7% | -50.0% | +12.3% | -47.2% |
| All | -37.7% | -48.9% | +11.2% | -47.2% |
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 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