+3.0%
SWKS vs GLDM
+219.0%
-216.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.7% | -6.6% | -3.6% |
| 7D | -4.9% | -0.3% | -4.7% | -4.9% |
| 30D | -1.2% | -1.9% | +0.7% | -0.9% |
| 3M | +24.2% | -0.4% | +24.5% | +24.1% |
| 6M | +21.5% | -10.1% | +31.6% | +23.7% |
| YTD | +33.5% | -5.8% | +39.3% | +33.1% |
| 1Y | +18.9% | +3.1% | +15.8% | +16.1% |
| 3Y | +0.4% | +103.4% | -103.0% | -17.5% |
| 5Y | -44.3% | +125.5% | -169.8% | -56.1% |
| All | +3.0% | +219.0% | -216.0% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling