+514.9%
GEV vs SWKS
-7.0%
+521.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +3.7% | +9.4% | -5.7% | +1.2% |
| 30D | -14.7% | +17.0% | -31.6% | -18.2% |
| 3M | -23.4% | +28.9% | -52.4% | -29.4% |
| 6M | -24.3% | +33.1% | -57.5% | -31.4% |
| YTD | +23.2% | +44.8% | -21.6% | +7.3% |
| 1Y | +44.2% | +36.2% | +8.0% | +28.3% |
| All | +514.9% | -7.0% | +521.9% | +471.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling