-14.1%
SWKS vs GFI
+304.2%
-318.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | +6.8% | +4.7% | +2.1% | +6.5% |
| 30D | +11.3% | +14.4% | -3.2% | +10.3% |
| 3M | +4.1% | +32.5% | -28.5% | +2.1% |
| 6M | +39.7% | -7.2% | +46.8% | +38.9% |
| YTD | +23.2% | +10.9% | +12.4% | +21.1% |
| 1Y | +5.3% | +35.5% | -30.2% | +2.7% |
| All | -14.1% | +304.2% | -318.3% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling