-53.0%
SWKS vs GLDM
+143.3%
-196.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.6% |
| 3M | -7.4% | -1.1% | -6.3% | -7.5% |
| 6M | +32.7% | -13.7% | +46.3% | +34.6% |
| YTD | +19.2% | +2.8% | +16.4% | +16.7% |
| 1Y | +2.4% | +24.8% | -22.5% | -3.3% |
| 3Y | -25.6% | +127.8% | -153.4% | -37.9% |
| All | -53.0% | +143.3% | -196.3% | -62.2% |
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 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