+24.5%
GLD vs SWKS
+4.6%
+19.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -1.1% |
| 7D | -0.5% | +12.5% | -13.0% | -1.3% |
| 30D | +4.4% | +10.5% | -6.1% | +3.7% |
| 3M | -1.1% | -7.4% | +6.3% | -1.4% |
| 6M | -13.8% | +32.7% | -46.4% | -14.4% |
| YTD | +2.6% | +19.2% | -16.5% | +3.1% |
| 1Y | +24.5% | +2.4% | +22.1% | +26.6% |
| All | +24.5% | +4.6% | +19.9% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling