+8,007.1%
SWKS vs GIS
+1,507.8%
+6,499.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.1% |
| 7D | +12.5% | -7.8% | +20.4% | +14.6% |
| 30D | +10.5% | +6.6% | +3.9% | +8.7% |
| 3M | -7.4% | +21.0% | -28.4% | -12.1% |
| 6M | +32.7% | -9.1% | +41.7% | +34.7% |
| YTD | +19.2% | -13.6% | +32.8% | +22.4% |
| 1Y | +2.4% | -18.0% | +20.4% | +6.3% |
| 3Y | -25.6% | -33.7% | +8.0% | -19.4% |
| 5Y | -53.4% | -19.4% | -34.0% | -52.9% |
| 10Y | +23.2% | -21.3% | +44.4% | +22.4% |
| All | +8,007.1% | +1,507.8% | +6,499.3% | +4,552.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling