+23.8%
SWKS vs GAP
-4.6%
+28.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.3% |
| 7D | -2.7% | 0.0% | -2.8% | -2.8% |
| 30D | +8.5% | -4.3% | +12.8% | +9.0% |
| 3M | +17.3% | +9.4% | +7.9% | +15.0% |
| 6M | +25.1% | -3.3% | +28.4% | +24.9% |
| YTD | +33.3% | -10.5% | +43.9% | +33.4% |
| All | +23.8% | -4.6% | +28.3% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling