-46.8%
SWKS vs GTLB
-47.1%
+0.3%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.5% | +3.3% |
| 7D | +12.5% | +11.1% | +1.5% | +10.3% |
| 30D | +10.5% | +37.8% | -27.3% | +3.8% |
| 3M | -7.4% | +61.6% | -69.0% | -15.9% |
| 6M | +32.7% | +98.9% | -66.3% | +14.5% |
| YTD | +19.2% | +32.8% | -13.6% | +10.4% |
| 1Y | +2.4% | +14.7% | -12.3% | -3.0% |
| 3Y | -25.6% | +1.3% | -27.0% | -30.7% |
| All | -46.8% | -47.1% | +0.3% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling