+60.5%
SWKS vs GDDY
+207.2%
-146.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.4% | +4.4% |
| 7D | +19.4% | -3.2% | +22.6% | +20.8% |
| 30D | +26.8% | +6.8% | +20.0% | +22.2% |
| 3M | +21.5% | +30.5% | -9.0% | +3.6% |
| 6M | +61.0% | +13.3% | +47.7% | +44.2% |
| YTD | +42.2% | -21.0% | +63.2% | +50.8% |
| 1Y | +22.1% | -34.0% | +56.1% | +42.0% |
| 3Y | -0.9% | +33.1% | -33.9% | -24.6% |
| 5Y | -42.6% | +30.3% | -73.0% | -56.8% |
| All | +60.5% | +207.2% | -146.7% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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