+32.1%
SWKS vs GAP
+15.9%
+16.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.4% | +2.2% |
| 7D | -6.2% | -3.8% | -2.4% | -5.5% |
| 30D | -1.5% | -9.0% | +7.5% | +0.5% |
| 3M | +23.0% | +5.5% | +17.5% | +20.2% |
| 6M | +27.6% | -11.1% | +38.7% | +29.2% |
| YTD | +32.3% | -13.6% | +45.9% | +33.8% |
| 1Y | +20.1% | -2.9% | +23.0% | +17.7% |
| 3Y | +0.6% | +69.6% | -69.0% | -18.6% |
| 5Y | -42.3% | +5.4% | -47.7% | -51.2% |
| All | +32.1% | +15.9% | +16.2% | -7.9% |
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