+342.1%
GLW vs SWKS
-53.5%
+395.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +4.3% |
| 7D | +3.8% | +12.5% | -8.7% | -0.9% |
| 30D | -1.3% | +10.5% | -11.8% | -5.1% |
| 3M | -21.8% | -7.4% | -14.4% | -19.5% |
| 6M | +6.9% | +32.7% | -25.8% | -4.0% |
| YTD | +77.2% | +19.2% | +58.0% | +64.4% |
| 1Y | +123.2% | +2.4% | +120.9% | +117.0% |
| 3Y | +400.0% | -25.6% | +425.6% | +413.3% |
| All | +342.1% | -53.5% | +395.6% | +398.2% |
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 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