+18.9%
SWKS vs IAU
+2.6%
+16.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.7% | -6.6% | -3.4% |
| 7D | -4.9% | -0.3% | -4.7% | -4.9% |
| 30D | -1.2% | -1.9% | +0.7% | -0.9% |
| 3M | +24.2% | -0.4% | +24.6% | +24.3% |
| 6M | +21.5% | -10.1% | +31.6% | +22.2% |
| YTD | +33.5% | -5.9% | +39.4% | +24.1% |
| 1Y | +18.9% | +2.9% | +16.0% | +2.6% |
| All | +18.9% | +2.6% | +16.3% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 1y: compounded portfolio wealth divided by compounded IAU 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…
1y analysis · Full analysis span regression · 6 months rolling