+5.8%
GD vs SWK
+82.9%
-77.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -2.1% |
| 7D | -3.9% | +11.3% | -15.2% | -5.0% |
| 30D | +8.1% | +28.1% | -20.0% | +5.0% |
| 3M | -6.8% | +12.6% | -19.4% | -8.0% |
| 6M | +3.0% | +51.7% | -48.7% | -3.0% |
| YTD | +7.8% | +60.0% | -52.2% | 0.0% |
| 1Y | +5.8% | +72.7% | -66.9% | -3.1% |
| All | +5.8% | +82.9% | -77.1% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling