-15.8%
SWKS vs GGLL
+328.7%
-344.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.0% |
| 7D | +12.5% | -4.8% | +17.3% | +13.7% |
| 30D | +10.5% | -13.7% | +24.2% | +13.9% |
| 3M | -7.4% | -21.9% | +14.5% | -3.6% |
| 6M | +32.7% | +11.7% | +21.0% | +24.4% |
| YTD | +19.2% | +2.3% | +16.9% | +13.4% |
| 1Y | +2.4% | +76.2% | -73.8% | -17.3% |
| 3Y | -25.6% | +245.0% | -270.6% | -55.6% |
| All | -15.8% | +328.7% | -344.5% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling