+526.6%
GEV vs SWKS
-6.9%
+533.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.5% | +0.5% |
| 7D | +6.2% | +10.9% | -4.6% | +3.2% |
| 30D | -18.4% | +17.6% | -36.0% | -21.9% |
| 3M | -21.2% | +29.2% | -50.5% | -27.4% |
| 6M | -23.6% | +37.0% | -60.5% | -31.3% |
| YTD | +25.5% | +44.9% | -19.4% | +9.3% |
| 1Y | +42.6% | +33.8% | +8.8% | +27.6% |
| All | +526.6% | -6.9% | +533.5% | +482.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling