-43.0%
SWKS vs GPC
+6.4%
-49.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.4% |
| 7D | -9.2% | +1.7% | -10.9% | -9.9% |
| 30D | -1.9% | -2.3% | +0.4% | -1.3% |
| 3M | +21.2% | -4.5% | +25.7% | +22.9% |
| 6M | +12.9% | +21.6% | -8.7% | +0.7% |
| YTD | +30.7% | +4.0% | +26.7% | +23.8% |
| 1Y | +14.1% | +3.5% | +10.6% | +8.3% |
| 3Y | -1.7% | +2.1% | -3.8% | -10.6% |
| 5Y | -43.0% | +5.5% | -48.5% | -53.7% |
| All | -43.0% | +6.4% | -49.4% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling