-25.2%
SWKS vs GD
+68.4%
-93.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.3% |
| 7D | +12.5% | -5.3% | +17.8% | +15.0% |
| 30D | +10.5% | -6.4% | +16.9% | +13.6% |
| 3M | -7.4% | +5.7% | -13.1% | -10.3% |
| 6M | +32.7% | -0.9% | +33.6% | +32.7% |
| YTD | +19.2% | +8.2% | +11.0% | +13.9% |
| 1Y | +2.4% | +13.4% | -11.0% | -4.7% |
| All | -25.2% | +68.4% | -93.6% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling