+151.2%
GE vs SWKS
+49.5%
+101.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.7% | -6.2% | -4.2% |
| 7D | +5.1% | +10.9% | -5.7% | +2.1% |
| 30D | +7.6% | +17.6% | -10.0% | +2.7% |
| 3M | -9.3% | +29.2% | -38.5% | -16.9% |
| 6M | +11.5% | +37.0% | -25.4% | -1.2% |
| YTD | +7.9% | +44.9% | -37.1% | -7.7% |
| 1Y | +7.6% | +33.8% | -26.2% | -5.6% |
| 3Y | +265.9% | +10.2% | +255.6% | +220.6% |
| 5Y | +405.9% | -37.0% | +442.9% | +422.9% |
| All | +151.2% | +49.5% | +101.8% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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