+396.0%
GE vs SWKS
-43.2%
+439.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.6% |
| 7D | +6.3% | -2.7% | +9.0% | +6.9% |
| 30D | +8.9% | +8.5% | +0.4% | +6.9% |
| 3M | -9.2% | +17.3% | -26.5% | -13.6% |
| 6M | +13.2% | +25.1% | -11.9% | +4.5% |
| YTD | +9.4% | +33.3% | -24.0% | -2.2% |
| 1Y | +9.8% | +22.9% | -13.1% | +0.4% |
| 3Y | +278.2% | +5.5% | +272.6% | +235.6% |
| 5Y | +396.0% | -41.9% | +437.9% | +426.8% |
| All | +396.0% | -43.2% | +439.2% | +426.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling