+215.1%
GM vs SWK
+21.9%
+193.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -3.8% | -2.3% | -1.5% | -2.5% |
| 30D | +7.9% | +30.4% | -22.5% | -7.2% |
| 3M | -0.3% | +12.1% | -12.4% | -7.0% |
| 6M | +18.6% | +49.1% | -30.5% | -6.3% |
| YTD | +10.0% | +60.4% | -50.4% | -17.8% |
| 1Y | +25.9% | +78.3% | -52.4% | -11.5% |
| 3Y | +241.2% | +53.3% | +187.9% | +144.0% |
| 5Y | +50.0% | -27.0% | +77.0% | +64.7% |
| 10Y | +215.1% | +20.8% | +194.2% | +140.4% |
| All | +215.1% | +21.9% | +193.2% | +140.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling