+8,794.6%
SWKS vs GAP
+2,273.6%
+6,521.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.6% | +3.6% | -0.5% |
| 7D | -9.2% | -2.1% | -7.1% | -8.8% |
| 30D | -1.9% | -5.1% | +3.2% | -0.8% |
| 3M | +21.2% | +9.8% | +11.5% | +17.0% |
| 6M | +12.9% | -3.6% | +16.5% | +11.9% |
| YTD | +30.7% | -9.8% | +40.5% | +30.8% |
| 1Y | +14.1% | -1.5% | +15.6% | +11.2% |
| 3Y | -1.7% | +74.3% | -76.0% | -23.6% |
| 5Y | -43.0% | +9.9% | -52.9% | -52.8% |
| 10Y | +34.3% | +22.9% | +11.4% | -10.2% |
| All | +8,794.6% | +2,273.6% | +6,521.1% | +3,775.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling