+205.7%
GLW vs SWKS
-44.4%
+250.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.1% | -10.9% | -12.1% |
| 7D | -19.7% | -9.2% | -10.6% | -16.6% |
| 30D | -38.8% | -1.9% | -36.9% | -38.3% |
| 3M | -33.9% | +21.2% | -55.1% | -39.0% |
| 6M | -36.0% | +12.9% | -48.9% | -39.7% |
| YTD | +18.7% | +30.7% | -12.0% | +5.6% |
| 1Y | +19.8% | +14.1% | +5.7% | +11.6% |
| 3Y | +294.3% | -1.7% | +296.0% | +259.6% |
| 5Y | +205.7% | -43.0% | +248.7% | +225.0% |
| All | +205.7% | -44.4% | +250.1% | +225.0% |
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 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