-44.3%
SWKS vs GFS
-17.5%
-26.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -5.0% | -1.6% |
| 7D | -6.2% | -7.8% | +1.7% | -3.0% |
| 30D | -1.5% | -19.7% | +18.2% | +7.7% |
| 3M | +23.0% | -23.1% | +46.1% | +36.4% |
| 6M | +27.6% | -46.4% | +74.0% | +64.8% |
| YTD | +32.3% | +11.0% | +21.3% | +16.9% |
| 1Y | +20.1% | +12.6% | +7.5% | +5.1% |
| 3Y | +0.6% | -24.9% | +25.6% | +3.1% |
| 5Y | -42.3% | -39.1% | -3.2% | -40.6% |
| All | -44.3% | -17.5% | -26.8% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling