+2.4%
SWKS vs GFI
+45.3%
-42.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.7% |
| 7D | +12.5% | +3.1% | +9.4% | +12.1% |
| 30D | +10.5% | +27.1% | -16.6% | +7.5% |
| 3M | -7.4% | +21.2% | -28.6% | -10.0% |
| 6M | +32.7% | -4.5% | +37.2% | +31.3% |
| YTD | +19.2% | +11.7% | +7.4% | +12.3% |
| 1Y | +2.4% | +46.0% | -43.7% | -10.7% |
| All | +2.4% | +45.3% | -42.9% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling