+142.5%
GLD vs SWKS
-53.5%
+196.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -1.0% |
| 7D | -0.5% | +12.5% | -13.0% | -0.9% |
| 30D | +4.4% | +10.5% | -6.1% | +4.0% |
| 3M | -1.1% | -7.4% | +6.3% | -1.1% |
| 6M | -13.8% | +32.7% | -46.4% | -14.5% |
| YTD | +2.6% | +19.2% | -16.5% | +2.0% |
| 1Y | +24.5% | +2.4% | +22.1% | +24.2% |
| 3Y | +125.8% | -25.6% | +151.5% | +125.7% |
| All | +142.5% | -53.5% | +196.1% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling