+2,883.5%
GE vs SWK
+1,275.2%
+1,608.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -1.6% | -0.4% | -1.1% | -1.4% |
| 30D | -11.6% | -5.7% | -5.8% | -9.3% |
| 3M | +3.0% | +24.1% | -21.1% | -6.9% |
| 6M | -0.5% | +24.7% | -25.2% | -10.6% |
| YTD | +9.7% | +33.9% | -24.2% | -4.8% |
| 1Y | +20.0% | +34.7% | -14.6% | +2.8% |
| 3Y | +275.8% | +15.3% | +260.6% | +223.9% |
| 5Y | +429.1% | -39.3% | +468.4% | +486.5% |
| 10Y | +151.2% | +2.5% | +148.7% | +111.0% |
| All | +2,883.5% | +1,275.2% | +1,608.4% | +695.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 all: compounded portfolio wealth divided by compounded SWK 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…
all analysis · Full analysis span regression · 6 months rolling