+205.0%
GLD vs SWKS
+33.1%
+171.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.8% |
| 7D | +4.7% | -6.2% | +10.9% | +4.9% |
| 30D | -0.9% | -1.5% | +0.6% | -0.9% |
| 3M | -4.4% | +23.0% | -27.4% | -5.1% |
| 6M | -13.6% | +27.6% | -41.2% | -14.3% |
| YTD | -6.0% | +32.3% | -38.3% | -7.0% |
| 1Y | +1.8% | +20.1% | -18.4% | +1.0% |
| 3Y | +103.2% | +0.6% | +102.5% | +101.2% |
| 5Y | +119.3% | -42.3% | +161.6% | +118.8% |
| All | +205.0% | +33.1% | +171.9% | +197.6% |
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 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