+521.8%
GLW vs SWKS
+31.8%
+489.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.2% |
| 7D | -11.1% | -3.1% | -8.0% | -9.7% |
| 30D | -28.4% | +8.3% | -36.8% | -30.8% |
| 3M | -28.8% | +20.2% | -49.0% | -34.9% |
| 6M | -39.8% | +24.9% | -64.7% | -45.8% |
| YTD | +28.7% | +33.2% | -4.4% | +11.3% |
| 1Y | +27.7% | +23.6% | +4.1% | +13.9% |
| 3Y | +331.3% | +1.3% | +330.1% | +286.6% |
| 5Y | +233.4% | -40.6% | +274.0% | +269.0% |
| 10Y | +521.8% | +35.3% | +486.5% | +333.9% |
| All | +521.8% | +31.8% | +489.9% | +333.9% |
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