+4.7%
SWKS vs GNRC
+68.4%
-63.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.2% |
| 7D | -6.2% | -10.7% | +4.5% | -2.1% |
| 30D | -1.5% | -20.1% | +18.6% | +7.1% |
| 3M | +23.0% | -16.3% | +39.3% | +29.9% |
| 6M | +27.6% | -33.9% | +61.5% | +48.0% |
| YTD | +32.3% | +29.6% | +2.7% | +11.2% |
| 1Y | +20.1% | +14.9% | +5.2% | +6.4% |
| All | +4.7% | +68.4% | -63.7% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling