-40.9%
SWKS vs GTLB
-49.0%
+8.0%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.5% |
| 7D | -6.2% | -11.1% | +4.9% | -4.1% |
| 30D | -1.5% | -7.5% | +6.0% | -0.3% |
| 3M | +23.0% | +34.8% | -11.8% | +15.4% |
| 6M | +27.6% | +98.0% | -70.4% | +10.2% |
| YTD | +32.3% | +28.1% | +4.2% | +22.7% |
| 1Y | +20.1% | +5.6% | +14.6% | +15.4% |
| 3Y | +0.6% | +15.9% | -15.3% | -8.7% |
| 5Y | -42.3% | -61.1% | +18.8% | -48.6% |
| All | -40.9% | -49.0% | +8.0% | -47.2% |
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