-40.5%
SWKS vs GTLB
-50.0%
+9.5%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.2% |
| 7D | -2.7% | -9.6% | +6.8% | -1.0% |
| 30D | +8.5% | -14.5% | +23.0% | +11.4% |
| 3M | +17.3% | +20.9% | -3.6% | +12.3% |
| 6M | +25.1% | +81.4% | -56.3% | +9.9% |
| YTD | +33.3% | +25.6% | +7.8% | +24.2% |
| 1Y | +22.9% | +3.4% | +19.5% | +18.5% |
| 3Y | +5.5% | +8.9% | -3.4% | -3.1% |
| 5Y | -41.9% | -64.0% | +22.1% | -48.1% |
| All | -40.5% | -50.0% | +9.5% | -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