-36.5%
SWKS vs GIS
-33.3%
-3.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | +9.4% | -3.4% | +12.8% | +9.5% |
| 30D | +17.0% | +6.9% | +10.1% | +16.7% |
| 3M | +28.9% | -10.1% | +39.0% | +29.2% |
| 6M | +33.1% | +5.9% | +27.3% | +32.4% |
| YTD | +44.8% | -21.1% | +65.9% | +47.7% |
| 1Y | +36.2% | -22.5% | +58.7% | +39.1% |
| 3Y | +11.5% | -39.0% | +50.5% | +15.1% |
| All | -36.5% | -33.3% | -3.2% | -34.5% |
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