-36.5%
SWKS vs GFS
-25.2%
-11.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +1.2% |
| 7D | +9.4% | +7.4% | +2.0% | +5.8% |
| 30D | +17.0% | -15.3% | +32.2% | +25.2% |
| 3M | +28.9% | -21.1% | +50.0% | +41.8% |
| 6M | +33.1% | -44.5% | +77.6% | +70.2% |
| YTD | +44.8% | +19.2% | +25.6% | +22.8% |
| 1Y | +36.2% | +27.2% | +9.0% | +11.5% |
| 3Y | +11.5% | -20.1% | +31.6% | +10.7% |
| All | -36.5% | -25.2% | -11.3% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling