+194.9%
GDDY vs SWK
-1.5%
+196.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.6% | +3.8% |
| 7D | -7.0% | -6.7% | -0.3% | -4.9% |
| 30D | +6.2% | -13.5% | +19.7% | +11.1% |
| 3M | +20.0% | +16.2% | +3.9% | +13.7% |
| 6M | +6.8% | +22.7% | -15.9% | -1.6% |
| YTD | -22.3% | +23.8% | -46.2% | -28.7% |
| 1Y | -33.5% | +20.9% | -54.4% | -38.8% |
| 3Y | +29.2% | +10.6% | +18.6% | +15.8% |
| 5Y | +28.1% | -42.5% | +70.5% | +44.9% |
| All | +194.9% | -1.5% | +196.3% | +145.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling