+816.6%
GLD vs SWKS
+869.1%
-52.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -0.9% |
| 7D | -0.5% | +12.5% | -13.0% | -0.7% |
| 30D | +4.4% | +10.5% | -6.1% | +4.2% |
| 3M | -1.1% | -7.4% | +6.3% | -1.0% |
| 6M | -13.8% | +32.7% | -46.4% | -14.2% |
| YTD | +2.6% | +19.2% | -16.5% | +2.3% |
| 1Y | +24.5% | +2.4% | +22.1% | +24.3% |
| 3Y | +125.8% | -25.6% | +151.5% | +125.8% |
| 5Y | +137.8% | -53.4% | +191.2% | +138.3% |
| 10Y | +221.4% | +23.2% | +198.2% | +219.2% |
| All | +816.6% | +869.1% | -52.5% | +797.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling