+492.6%
GEV vs SWKS
-15.0%
+507.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -9.8% | -6.2% | -3.6% | -8.1% |
| 30D | -22.3% | -1.5% | -20.8% | -22.0% |
| 3M | -22.6% | +23.0% | -45.5% | -27.7% |
| 6M | -30.7% | +27.6% | -58.3% | -36.6% |
| YTD | +18.7% | +32.3% | -13.6% | +6.1% |
| 1Y | +41.0% | +20.1% | +20.9% | +30.1% |
| All | +492.6% | -15.0% | +507.7% | +465.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling