+11.6%
SWKS vs GIS
-40.4%
+52.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +2.8% |
| 7D | +10.9% | -8.1% | +18.9% | +11.1% |
| 30D | +17.6% | +5.3% | +12.3% | +17.2% |
| 3M | +29.2% | -10.5% | +39.7% | +29.6% |
| 6M | +37.0% | +1.8% | +35.1% | +36.0% |
| YTD | +44.9% | -22.9% | +67.9% | +50.2% |
| 1Y | +33.8% | -22.9% | +56.8% | +38.5% |
| All | +11.6% | -40.4% | +52.0% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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