-43.9%
SWKS vs GFI
+524.1%
-567.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.2% |
| 7D | +19.4% | -4.9% | +24.2% | +19.7% |
| 30D | +26.8% | +10.7% | +16.1% | +25.8% |
| 3M | +21.5% | +25.6% | -4.2% | +19.2% |
| 6M | +61.0% | -8.3% | +69.3% | +60.6% |
| YTD | +42.2% | +6.3% | +35.9% | +39.9% |
| 1Y | +22.1% | +22.1% | +0.1% | +18.9% |
| 3Y | -0.9% | +289.2% | -290.1% | -12.2% |
| All | -43.9% | +524.1% | -567.9% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling