-6.5%
SWKS vs GGLL
+188.6%
-195.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -6.2% | +3.1% | -9.3% | -6.8% |
| 30D | -1.5% | -36.3% | +34.8% | +6.5% |
| 3M | +23.0% | -40.4% | +63.3% | +34.0% |
| 6M | +27.6% | -54.6% | +82.2% | +45.8% |
| YTD | +32.3% | -31.1% | +63.5% | +34.0% |
| 1Y | +20.1% | -19.2% | +39.3% | +15.5% |
| 3Y | +0.6% | +151.5% | -150.9% | -37.4% |
| All | -6.5% | +188.6% | -195.1% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling