+31.4%
SWKS vs GFI
-6.9%
+38.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.5% | +7.5% | +6.1% |
| 7D | +5.7% | +2.2% | +3.5% | +5.4% |
| 30D | +17.3% | +2.2% | +15.1% | +17.0% |
| 3M | +28.3% | -4.6% | +32.9% | +28.6% |
| 6M | +26.1% | -16.7% | +42.8% | +25.3% |
| YTD | +41.1% | -9.5% | +50.5% | +33.6% |
| 1Y | +31.4% | -6.8% | +38.2% | +22.8% |
| All | +31.4% | -6.9% | +38.3% | +22.8% |
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