+240.2%
GM vs SWKS
+351.5%
-111.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.8% | -3.9% |
| 7D | -1.4% | -6.2% | +4.7% | +0.5% |
| 30D | +6.4% | -1.5% | +7.9% | +6.6% |
| 3M | -0.7% | +23.0% | -23.7% | -8.7% |
| 6M | +9.9% | +27.6% | -17.7% | -1.7% |
| YTD | +6.7% | +32.3% | -25.7% | -7.2% |
| 1Y | +26.2% | +20.1% | +6.1% | +13.4% |
| 3Y | +205.0% | +0.6% | +204.4% | +174.4% |
| 5Y | +53.6% | -42.3% | +95.9% | +65.1% |
| 10Y | +233.4% | +35.9% | +197.5% | +159.0% |
| All | +240.2% | +351.5% | -111.3% | +72.6% |
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