-40.6%
SWKS vs GAP
+7.5%
-48.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | -3.1% | -0.1% | -3.1% | -3.4% |
| 30D | +8.3% | -5.4% | +13.8% | +9.6% |
| 3M | +20.2% | +2.9% | +17.3% | +18.2% |
| 6M | +24.9% | -4.4% | +29.3% | +24.3% |
| YTD | +33.2% | -11.6% | +44.7% | +33.9% |
| 1Y | +23.6% | -6.0% | +29.6% | +21.8% |
| 3Y | +1.3% | +78.0% | -76.7% | -22.4% |
| 5Y | -40.6% | +8.5% | -49.1% | -55.7% |
| All | -40.6% | +7.5% | -48.1% | -55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling