+212.5%
GM vs SWKS
+49.5%
+163.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -4.0% |
| 7D | -3.4% | +10.9% | -14.3% | -7.1% |
| 30D | +2.7% | +17.6% | -14.9% | -3.5% |
| 3M | -0.4% | +29.2% | -29.6% | -11.1% |
| 6M | +13.3% | +37.0% | -23.6% | -2.7% |
| YTD | +6.8% | +44.9% | -38.2% | -12.3% |
| 1Y | +21.1% | +33.8% | -12.7% | +2.6% |
| 3Y | +231.0% | +10.2% | +220.8% | +180.6% |
| 5Y | +41.9% | -37.0% | +78.9% | +50.2% |
| All | +212.5% | +49.5% | +163.0% | +143.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling