+207.4%
GLD vs SWKS
+31.5%
+175.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +0.9% |
| 7D | +1.9% | -9.2% | +11.1% | +2.2% |
| 30D | -1.8% | -1.9% | +0.1% | -1.7% |
| 3M | -3.6% | +21.2% | -24.9% | -4.3% |
| 6M | -10.2% | +12.9% | -23.1% | -10.8% |
| YTD | -5.3% | +30.7% | -36.0% | -6.2% |
| 1Y | +2.5% | +14.1% | -11.7% | +1.8% |
| 3Y | +103.2% | -1.7% | +104.9% | +101.4% |
| 5Y | +121.1% | -43.0% | +164.1% | +120.6% |
| All | +207.4% | +31.5% | +175.9% | +200.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling