+240.2%
GM vs SWK
+188.8%
+51.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.3% |
| 7D | -1.4% | +11.0% | -12.4% | -7.3% |
| 30D | +6.4% | +30.1% | -23.7% | -8.6% |
| 3M | -0.7% | +14.7% | -15.3% | -8.7% |
| 6M | +9.9% | +44.5% | -34.6% | -11.9% |
| YTD | +6.7% | +59.4% | -52.7% | -20.3% |
| 1Y | +26.2% | +77.5% | -51.3% | -11.5% |
| 3Y | +205.0% | +49.5% | +155.6% | +120.6% |
| 5Y | +53.6% | -24.9% | +78.5% | +62.6% |
| 10Y | +233.4% | +31.8% | +201.6% | +133.9% |
| All | +240.2% | +188.8% | +51.4% | +45.9% |
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