+25.9%
SWKS vs GPC
+80.7%
-54.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.0% |
| 7D | +12.5% | +1.2% | +11.3% | +11.9% |
| 30D | +10.5% | +6.0% | +4.5% | +7.3% |
| 3M | -7.4% | +42.6% | -50.0% | -24.5% |
| 6M | +32.7% | +22.8% | +9.9% | +16.6% |
| YTD | +19.2% | +15.5% | +3.7% | +6.8% |
| 1Y | +2.4% | +2.0% | +0.3% | -1.7% |
| 3Y | -25.6% | -1.4% | -24.2% | -30.0% |
| 5Y | -53.4% | +30.6% | -84.0% | -63.3% |
| All | +25.9% | +80.7% | -54.9% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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