-43.0%
SWKS vs GLDM
+126.2%
-169.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -9.2% | +1.9% | -11.1% | -9.5% |
| 30D | -1.9% | -1.7% | -0.2% | -1.6% |
| 3M | +21.2% | -3.5% | +24.8% | +21.9% |
| 6M | +12.9% | -10.1% | +23.0% | +14.5% |
| YTD | +30.7% | -5.0% | +35.8% | +29.6% |
| 1Y | +14.1% | +2.8% | +11.4% | +11.3% |
| 3Y | -1.7% | +105.1% | -106.8% | -18.5% |
| 5Y | -43.0% | +124.3% | -167.3% | -55.0% |
| All | -43.0% | +126.2% | -169.2% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling