-25.2%
SWKS vs GLDM
+128.8%
-154.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +12.5% | -0.5% | +13.0% | +12.6% |
| 30D | +10.5% | +4.4% | +6.1% | +9.7% |
| 3M | -7.4% | -1.1% | -6.3% | -7.6% |
| 6M | +32.7% | -13.7% | +46.3% | +34.0% |
| YTD | +19.2% | +2.8% | +16.4% | +16.3% |
| 1Y | +2.4% | +24.8% | -22.5% | -3.4% |
| All | -25.2% | +128.8% | -154.0% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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