+46.0%
SWKS vs GPN
+50.3%
-4.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.3% | +7.3% | +6.6% |
| 7D | +5.7% | +4.3% | +1.4% | +3.4% |
| 30D | +17.3% | +22.1% | -4.8% | +4.8% |
| 3M | +28.3% | +17.1% | +11.2% | +16.3% |
| 6M | +26.1% | +46.7% | -20.7% | -0.5% |
| YTD | +41.1% | +30.8% | +10.3% | +16.1% |
| 1Y | +31.4% | +31.5% | -0.1% | +7.7% |
| 3Y | +7.3% | -5.1% | +12.4% | +2.3% |
| 5Y | -37.7% | -18.1% | -19.6% | -37.9% |
| 10Y | +46.0% | +53.1% | -7.1% | +4.4% |
| All | +46.0% | +50.3% | -4.3% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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