+25.9%
SWKS vs GD
+190.3%
-164.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.5% |
| 7D | +12.5% | -5.3% | +17.8% | +15.8% |
| 30D | +10.5% | -6.4% | +16.9% | +14.5% |
| 3M | -7.4% | +5.7% | -13.1% | -11.0% |
| 6M | +32.7% | -0.9% | +33.6% | +32.1% |
| YTD | +19.2% | +8.2% | +11.0% | +12.6% |
| 1Y | +2.4% | +13.4% | -11.0% | -6.1% |
| 3Y | -25.6% | +68.5% | -94.1% | -46.7% |
| 5Y | -53.4% | +97.2% | -150.6% | -70.1% |
| All | +25.9% | +190.3% | -164.4% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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