+8,972.1%
SWKS vs GFI
+598.4%
+8,373.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | +0.5% |
| 7D | -2.7% | +18.0% | -20.8% | -3.7% |
| 30D | +8.5% | +11.5% | -3.0% | +7.8% |
| 3M | +17.3% | +2.8% | +14.5% | +16.9% |
| 6M | +25.1% | -6.4% | +31.6% | +25.1% |
| YTD | +33.3% | -1.1% | +34.4% | +32.3% |
| 1Y | +22.9% | +10.8% | +12.1% | +21.1% |
| 3Y | +5.5% | +248.8% | -243.2% | -3.5% |
| 5Y | -41.9% | +407.7% | -449.6% | -48.7% |
| 10Y | +32.4% | +1,213.7% | -1,181.3% | +8.0% |
| All | +8,972.1% | +598.4% | +8,373.7% | +7,581.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling