-40.6%
SWKS vs GTLB
-50.5%
+9.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | 0.0% |
| 7D | -3.1% | -10.9% | +7.8% | -1.1% |
| 30D | +8.3% | -15.3% | +23.6% | +11.5% |
| 3M | +20.2% | +14.6% | +5.7% | +16.4% |
| 6M | +24.9% | +79.6% | -54.7% | +9.9% |
| YTD | +33.2% | +24.3% | +8.8% | +24.2% |
| 1Y | +23.6% | +1.0% | +22.6% | +19.7% |
| 3Y | +1.3% | +4.6% | -3.3% | -6.4% |
| 5Y | -40.6% | -63.7% | +23.1% | -46.8% |
| All | -40.6% | -50.5% | +9.9% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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