+246.5%
GM vs SWKS
+306.6%
-60.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.3% |
| 7D | +1.9% | +12.5% | -10.6% | -2.1% |
| 30D | -1.4% | +10.5% | -11.9% | -4.8% |
| 3M | +5.9% | -7.4% | +13.3% | +7.7% |
| 6M | +12.4% | +32.7% | -20.3% | -0.6% |
| YTD | +8.6% | +19.2% | -10.5% | -0.9% |
| 1Y | +52.6% | +2.4% | +50.2% | +45.6% |
| 3Y | +169.7% | -25.6% | +195.3% | +172.9% |
| 5Y | +87.5% | -53.4% | +141.0% | +118.7% |
| 10Y | +233.0% | +23.2% | +209.8% | +170.5% |
| All | +246.5% | +306.6% | -60.1% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling