+27.6%
SWKS vs GAP
+36.8%
-9.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | +12.5% | -4.5% | +17.0% | +13.7% |
| 30D | +10.5% | +9.0% | +1.5% | +7.7% |
| 3M | -7.4% | +5.0% | -12.4% | -9.1% |
| 6M | +32.7% | -17.8% | +50.5% | +36.8% |
| YTD | +19.2% | -10.4% | +29.6% | +20.0% |
| 1Y | +2.4% | -3.4% | +5.8% | +0.8% |
| 3Y | -25.6% | +111.5% | -137.1% | -43.0% |
| 5Y | -53.4% | +8.8% | -62.2% | -60.8% |
| All | +27.6% | +36.8% | -9.2% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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