-25.2%
SWKS vs GFS
-18.1%
-7.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.8% |
| 7D | +12.5% | +1.0% | +11.5% | +12.0% |
| 30D | +10.5% | -8.6% | +19.1% | +14.8% |
| 3M | -7.4% | -46.5% | +39.2% | +24.2% |
| 6M | +32.7% | -4.8% | +37.5% | +31.4% |
| YTD | +19.2% | +29.7% | -10.5% | -3.1% |
| 1Y | +2.4% | +35.8% | -33.5% | -19.8% |
| All | -25.2% | -18.1% | -7.2% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling