+212.2%
GLD vs SWKS
+37.5%
+174.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.9% |
| 7D | +4.9% | -2.7% | +7.7% | +5.0% |
| 30D | -1.3% | +8.5% | -9.8% | -1.6% |
| 3M | -4.8% | +17.3% | -22.0% | -5.3% |
| 6M | -12.5% | +25.1% | -37.6% | -13.2% |
| YTD | -4.2% | +33.3% | -37.6% | -5.3% |
| 1Y | +3.0% | +22.9% | -19.9% | +2.2% |
| 3Y | +109.1% | +5.5% | +103.6% | +106.9% |
| 5Y | +121.6% | -41.9% | +163.5% | +121.0% |
| 10Y | +212.2% | +32.4% | +179.8% | +205.0% |
| All | +212.2% | +37.5% | +174.7% | +205.0% |
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