+202.4%
GD vs SWK
+36.2%
+166.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +13.1% | -15.7% | -6.3% |
| 7D | +3.0% | +17.9% | -14.9% | -2.2% |
| 30D | +10.5% | +31.9% | -21.4% | +1.6% |
| 3M | -5.0% | +16.6% | -21.5% | -9.6% |
| 6M | +5.5% | +61.1% | -55.6% | -9.4% |
| YTD | +10.3% | +64.2% | -53.9% | -6.6% |
| 1Y | +8.2% | +85.2% | -77.1% | -12.0% |
| 3Y | +59.0% | +50.2% | +8.8% | +31.7% |
| 5Y | +104.3% | -22.8% | +127.1% | +110.6% |
| 10Y | +202.4% | +35.8% | +166.7% | +126.4% |
| All | +202.4% | +36.2% | +166.2% | +126.4% |
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