+188.7%
GD vs SWK
+2.4%
+186.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -5.3% | -0.4% | -4.8% | -5.2% |
| 30D | -6.4% | -5.7% | -0.7% | -4.9% |
| 3M | +5.7% | +24.1% | -18.4% | -1.5% |
| 6M | -0.9% | +24.7% | -25.7% | -8.5% |
| YTD | +8.2% | +33.9% | -25.8% | -2.4% |
| 1Y | +13.4% | +34.7% | -21.3% | +1.6% |
| 3Y | +68.5% | +15.3% | +53.2% | +51.5% |
| 5Y | +97.2% | -39.3% | +136.4% | +119.6% |
| All | +188.7% | +2.4% | +186.2% | +135.0% |
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