+87.9%
GM vs SWKS
-53.5%
+141.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.4% |
| 7D | +1.9% | +12.5% | -10.6% | -2.2% |
| 30D | -1.4% | +10.5% | -11.9% | -4.9% |
| 3M | +5.9% | -7.4% | +13.3% | +7.8% |
| 6M | +12.4% | +32.7% | -20.3% | -1.6% |
| YTD | +8.6% | +19.2% | -10.5% | -1.6% |
| 1Y | +52.6% | +2.4% | +50.2% | +45.4% |
| 3Y | +169.7% | -25.6% | +195.3% | +176.2% |
| All | +87.9% | -53.5% | +141.4% | +130.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling