+190.4%
GD vs SWK
+30.0%
+160.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.6% |
| 7D | -3.9% | +11.3% | -15.2% | -7.2% |
| 30D | +8.1% | +28.1% | -20.0% | +0.2% |
| 3M | -6.8% | +12.6% | -19.4% | -10.4% |
| 6M | +3.0% | +51.7% | -48.7% | -9.9% |
| YTD | +7.8% | +60.0% | -52.2% | -8.1% |
| 1Y | +5.8% | +72.7% | -66.9% | -12.0% |
| 3Y | +55.3% | +46.3% | +9.0% | +29.6% |
| 5Y | +96.7% | -24.6% | +121.3% | +104.1% |
| All | +190.4% | +30.0% | +160.3% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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