+4,542.6%
GLW vs SWKS
+8,307.4%
-3,764.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +4.9% |
| 7D | +3.8% | +12.5% | -8.7% | +0.9% |
| 30D | -1.3% | +10.5% | -11.8% | -3.7% |
| 3M | -21.8% | -7.4% | -14.4% | -20.2% |
| 6M | +6.9% | +32.7% | -25.8% | 0.0% |
| YTD | +77.2% | +19.2% | +58.0% | +69.5% |
| 1Y | +123.2% | +2.4% | +120.9% | +120.5% |
| 3Y | +400.0% | -25.6% | +425.6% | +416.3% |
| 5Y | +342.8% | -53.4% | +396.2% | +401.4% |
| 10Y | +771.4% | +23.2% | +748.2% | +681.5% |
| All | +4,542.6% | +8,307.4% | -3,764.8% | +1,734.4% |
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 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