+8,007.1%
SWKS vs GFI
+688.7%
+7,318.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.6% |
| 7D | +12.5% | +3.1% | +9.4% | +12.3% |
| 30D | +10.5% | +27.1% | -16.6% | +9.0% |
| 3M | -7.4% | +21.2% | -28.6% | -8.5% |
| 6M | +32.7% | -4.5% | +37.2% | +32.4% |
| YTD | +19.2% | +11.7% | +7.4% | +17.6% |
| 1Y | +2.4% | +46.0% | -43.7% | -0.6% |
| 3Y | -25.6% | +309.6% | -335.2% | -32.6% |
| 5Y | -53.4% | +506.0% | -559.5% | -59.2% |
| 10Y | +23.2% | +1,009.2% | -986.0% | +1.3% |
| All | +8,007.1% | +688.7% | +7,318.4% | +6,727.2% |
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