+12.1%
GEV vs SWKS
+28.1%
-16.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | -0.9% |
| 7D | +3.3% | +12.5% | -9.2% | +0.2% |
| 30D | -7.5% | +10.5% | -18.0% | -9.9% |
| 3M | -2.2% | -7.4% | +5.2% | -1.0% |
| 6M | +12.1% | +32.7% | -20.6% | -1.2% |
| All | +12.1% | +28.1% | -16.0% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling