+246.5%
GM vs SWK
+142.7%
+103.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | +1.9% | -0.4% | +2.4% | +2.1% |
| 30D | -1.4% | -5.7% | +4.4% | +1.9% |
| 3M | +5.9% | +24.1% | -18.2% | -7.0% |
| 6M | +12.4% | +24.7% | -12.3% | -2.2% |
| YTD | +8.6% | +33.9% | -25.3% | -10.0% |
| 1Y | +52.6% | +34.7% | +17.9% | +25.1% |
| 3Y | +169.7% | +15.3% | +154.4% | +126.6% |
| 5Y | +87.5% | -39.3% | +126.8% | +124.6% |
| 10Y | +233.0% | +2.5% | +230.5% | +171.0% |
| All | +246.5% | +142.7% | +103.8% | +64.9% |
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