+87.9%
GM vs SWK
-38.7%
+126.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +1.9% | -0.4% | +2.4% | +2.1% |
| 30D | -1.4% | -5.7% | +4.4% | +1.3% |
| 3M | +5.9% | +24.1% | -18.2% | -4.7% |
| 6M | +12.4% | +24.7% | -12.3% | +0.4% |
| YTD | +8.6% | +33.9% | -25.3% | -6.8% |
| 1Y | +52.6% | +34.7% | +17.9% | +29.8% |
| 3Y | +169.7% | +15.3% | +154.4% | +136.5% |
| All | +87.9% | -38.7% | +126.7% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling