-30.1%
GDDY vs SWK
+37.3%
-67.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | +3.7% | -0.4% | +4.1% | +3.8% |
| 30D | +10.4% | -5.7% | +16.1% | +11.4% |
| 3M | +19.4% | +24.1% | -4.7% | +15.6% |
| 6M | +14.3% | +24.7% | -10.4% | +11.2% |
| YTD | -18.4% | +33.9% | -52.3% | -20.0% |
| 1Y | -30.1% | +34.7% | -64.8% | -31.7% |
| All | -30.1% | +37.3% | -67.4% | -31.7% |
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