+50.8%
SWKS vs GAP
+1.5%
+49.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +9.4% | -1.9% | +11.3% | +9.9% |
| 30D | +17.0% | -7.1% | +24.0% | +18.6% |
| 3M | +28.9% | +4.1% | +24.8% | +26.5% |
| 6M | +33.1% | +1.9% | +31.2% | +30.6% |
| YTD | +44.8% | -15.2% | +60.0% | +47.0% |
| 1Y | +36.2% | -10.6% | +46.8% | +36.2% |
| 3Y | +11.5% | +74.6% | -63.1% | -10.6% |
| 5Y | -37.1% | +3.7% | -40.7% | -46.6% |
| All | +50.8% | +1.5% | +49.3% | +6.2% |
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