+643.2%
GEV vs SWKS
-22.1%
+665.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.6% |
| 7D | +8.1% | +11.8% | -3.7% | +4.6% |
| 30D | -1.9% | +6.7% | -8.7% | -3.8% |
| 3M | +4.1% | 0.0% | +4.1% | +3.6% |
| 6M | +23.2% | +38.7% | -15.5% | +9.5% |
| YTD | +48.9% | +21.4% | +27.5% | +37.4% |
| 1Y | +62.2% | +2.9% | +59.3% | +57.5% |
| All | +643.2% | -22.1% | +665.2% | +631.9% |
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 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