+493.9%
GLW vs SWKS
+33.1%
+460.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.1% |
| 7D | -13.9% | -6.2% | -7.8% | -11.4% |
| 30D | -35.0% | -1.5% | -33.5% | -34.6% |
| 3M | -32.4% | +23.0% | -55.3% | -38.8% |
| 6M | -41.3% | +27.6% | -69.0% | -47.7% |
| YTD | +21.8% | +32.3% | -10.5% | +5.6% |
| 1Y | +21.8% | +20.1% | +1.7% | +10.0% |
| 3Y | +307.7% | +0.6% | +307.0% | +266.2% |
| 5Y | +213.7% | -42.3% | +256.0% | +251.8% |
| All | +493.9% | +33.1% | +460.8% | +318.4% |
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