-43.6%
SWKS vs GIS
-30.4%
-13.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.2% |
| 7D | -6.2% | +3.6% | -9.7% | -6.2% |
| 30D | -1.5% | +13.9% | -15.4% | -1.8% |
| 3M | +23.0% | +0.3% | +22.6% | +22.8% |
| 6M | +27.6% | +5.0% | +22.6% | +27.2% |
| YTD | +32.3% | -18.4% | +50.7% | +34.8% |
| 1Y | +20.1% | -17.4% | +37.6% | +22.3% |
| 3Y | +0.6% | -36.9% | +37.6% | +3.7% |
| All | -43.6% | -30.4% | -13.2% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling