-2.8%
SWKS vs GDDY
+364.4%
-367.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.3% | +10.2% | +5.1% |
| 7D | +11.8% | -7.6% | +19.5% | +15.0% |
| 30D | +6.7% | +2.0% | +4.8% | +5.0% |
| 3M | 0.0% | +15.1% | -15.1% | -8.8% |
| 6M | +38.7% | -1.1% | +39.9% | +33.1% |
| YTD | +21.4% | -25.1% | +46.5% | +30.2% |
| 1Y | +2.9% | -37.3% | +40.2% | +19.5% |
| 3Y | -16.4% | +24.5% | -40.9% | -31.4% |
| 5Y | -51.2% | +23.5% | -74.7% | -60.3% |
| 10Y | +31.0% | +185.0% | -154.0% | -20.6% |
| All | -2.8% | +364.4% | -367.2% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling