+534.9%
GEV vs SWKS
-14.4%
+549.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.4% | +6.9% |
| 7D | -3.8% | -2.7% | -1.1% | -3.0% |
| 30D | -17.4% | +8.5% | -25.9% | -19.1% |
| 3M | -16.2% | +17.3% | -33.5% | -20.6% |
| 6M | -20.2% | +25.1% | -45.3% | -26.5% |
| YTD | +27.2% | +33.3% | -6.1% | +13.4% |
| 1Y | +44.6% | +22.9% | +21.7% | +32.5% |
| All | +534.9% | -14.4% | +549.3% | +504.2% |
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