-53.0%
SWKS vs GIS
-19.2%
-33.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.6% |
| 7D | +12.5% | -7.8% | +20.4% | +12.9% |
| 30D | +10.5% | +6.6% | +3.9% | +10.1% |
| 3M | -7.4% | +21.0% | -28.4% | -8.4% |
| 6M | +32.7% | -9.1% | +41.7% | +34.4% |
| YTD | +19.2% | -13.6% | +32.8% | +21.2% |
| 1Y | +2.4% | -18.0% | +20.4% | +4.4% |
| 3Y | -25.6% | -33.7% | +8.0% | -23.5% |
| All | -53.0% | -19.2% | -33.9% | -51.7% |
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