+50.8%
SWKS vs GPN
+39.9%
+10.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -2.2% |
| 7D | +9.4% | -5.6% | +15.1% | +11.6% |
| 30D | +17.0% | +13.6% | +3.4% | +7.5% |
| 3M | +28.9% | -2.8% | +31.7% | +27.8% |
| 6M | +33.1% | +38.1% | -4.9% | +7.4% |
| YTD | +44.8% | +19.9% | +24.9% | +23.4% |
| 1Y | +36.2% | +23.4% | +12.8% | +14.1% |
| 3Y | +11.5% | -12.6% | +24.1% | +9.8% |
| 5Y | -37.1% | -26.6% | -10.5% | -34.1% |
| All | +50.8% | +39.9% | +10.9% | +6.1% |
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