+35.3%
SWKS vs GNRC
+350.7%
-315.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.5% | +1.3% |
| 7D | -3.1% | -13.1% | +10.0% | +2.0% |
| 30D | +8.3% | -19.2% | +27.5% | +16.9% |
| 3M | +20.2% | -11.8% | +32.0% | +24.1% |
| 6M | +24.9% | -32.5% | +57.5% | +42.8% |
| YTD | +33.2% | +33.3% | -0.1% | +12.9% |
| 1Y | +23.6% | +16.0% | +7.5% | +10.5% |
| 3Y | +1.3% | +75.5% | -74.3% | -26.3% |
| 5Y | -40.6% | -58.7% | +18.1% | -26.9% |
| 10Y | +35.3% | +351.2% | -315.9% | -54.2% |
| All | +35.3% | +350.7% | -315.4% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling