+0.6%
SWKS vs GPN
-11.4%
+12.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.3% |
| 7D | -6.2% | +0.6% | -6.7% | -6.4% |
| 30D | -1.5% | +20.1% | -21.6% | -8.7% |
| 3M | +23.0% | +11.4% | +11.6% | +16.8% |
| 6M | +27.6% | +40.8% | -13.2% | +8.1% |
| YTD | +32.3% | +27.1% | +5.2% | +16.1% |
| 1Y | +20.1% | +29.2% | -9.1% | +4.4% |
| 3Y | +0.6% | -9.4% | +10.0% | +3.6% |
| All | +0.6% | -11.4% | +12.0% | +3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling