+3,473.6%
GLW vs SWKS
+9,318.3%
-5,844.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.9% | -2.9% | -5.2% |
| 7D | -9.5% | -4.9% | -4.5% | -8.4% |
| 30D | -25.5% | -1.2% | -24.3% | -25.3% |
| 3M | -25.6% | +24.2% | -49.7% | -29.6% |
| 6M | -25.5% | +21.5% | -47.0% | -29.3% |
| YTD | +36.4% | +33.5% | +2.9% | +26.5% |
| 1Y | +40.6% | +18.9% | +21.7% | +33.9% |
| 3Y | +352.8% | +0.4% | +352.4% | +334.9% |
| 5Y | +267.1% | -44.3% | +311.3% | +297.3% |
| 10Y | +581.8% | +37.1% | +544.7% | +494.7% |
| All | +3,473.6% | +9,318.3% | -5,844.7% | +1,269.2% |
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 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