+32.4%
SWKS vs GAP
+20.3%
+12.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | 0.0% |
| 7D | -2.7% | 0.0% | -2.8% | -3.0% |
| 30D | +8.5% | -4.3% | +12.8% | +9.3% |
| 3M | +17.3% | +9.4% | +7.9% | +13.7% |
| 6M | +25.1% | -3.3% | +28.4% | +24.2% |
| YTD | +33.3% | -10.5% | +43.9% | +33.7% |
| 1Y | +22.9% | -2.4% | +25.3% | +20.4% |
| 3Y | +5.5% | +80.1% | -74.6% | -15.9% |
| 5Y | -41.9% | +6.5% | -48.3% | -51.0% |
| 10Y | +32.4% | +14.6% | +17.8% | -8.4% |
| All | +32.4% | +20.3% | +12.1% | -8.4% |
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