+37.8%
SWKS vs GFI
+1,256.9%
-1,219.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | +0.3% |
| 7D | -3.1% | +10.4% | -13.5% | -3.8% |
| 30D | +8.3% | +3.6% | +4.7% | +8.0% |
| 3M | +20.2% | -5.1% | +25.3% | +20.4% |
| 6M | +24.9% | -13.0% | +38.0% | +25.4% |
| YTD | +33.2% | -8.0% | +41.2% | +32.5% |
| 1Y | +23.6% | -5.0% | +28.6% | +22.7% |
| 3Y | +1.3% | +228.8% | -227.5% | -7.4% |
| 5Y | -40.6% | +354.4% | -395.0% | -47.5% |
| All | +37.8% | +1,256.9% | -1,219.0% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling