+254.0%
GM vs SWKS
+355.0%
-101.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.8% |
| 7D | -0.3% | -2.7% | +2.4% | +0.5% |
| 30D | +8.4% | +8.5% | -0.1% | +5.4% |
| 3M | +2.6% | +17.3% | -14.7% | -4.1% |
| 6M | +14.3% | +25.1% | -10.9% | +2.9% |
| YTD | +11.0% | +33.3% | -22.4% | -3.7% |
| 1Y | +27.8% | +22.9% | +4.9% | +14.0% |
| 3Y | +246.7% | +5.5% | +241.1% | +206.6% |
| 5Y | +59.6% | -41.9% | +101.5% | +71.1% |
| 10Y | +249.1% | +32.4% | +216.7% | +173.0% |
| All | +254.0% | +355.0% | -101.1% | +79.1% |
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