+32.1%
SWKS vs GPC
+85.6%
-53.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.9% |
| 7D | -6.2% | +1.6% | -7.7% | -7.0% |
| 30D | -1.5% | -2.1% | +0.6% | -0.9% |
| 3M | +23.0% | -6.8% | +29.8% | +26.6% |
| 6M | +27.6% | +18.6% | +9.0% | +13.4% |
| YTD | +32.3% | +2.7% | +29.6% | +25.1% |
| 1Y | +20.1% | +1.8% | +18.3% | +13.9% |
| 3Y | +0.6% | +1.1% | -0.4% | -7.5% |
| 5Y | -42.3% | +4.1% | -46.4% | -48.9% |
| All | +32.1% | +85.6% | -53.5% | -11.8% |
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