-0.6%
SWKS vs GGLL
+151.4%
-152.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.4% |
| 7D | -9.2% | -1.3% | -7.9% | -9.1% |
| 30D | -1.9% | -36.3% | +34.3% | +4.4% |
| 3M | +21.2% | -42.7% | +63.9% | +30.9% |
| 6M | +12.9% | -53.1% | +66.0% | +24.8% |
| YTD | +30.7% | -32.1% | +62.8% | +31.9% |
| 1Y | +14.1% | -20.1% | +34.2% | +10.0% |
| All | -0.6% | +151.4% | -152.0% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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