+248.0%
GDDY vs SWK
+18.1%
+229.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.2% | -1.4% | +1.1% | +0.2% |
| 30D | +10.4% | +25.5% | -15.0% | +2.4% |
| 3M | +13.6% | +11.8% | +1.8% | +9.0% |
| 6M | +33.7% | +48.7% | -15.0% | +16.2% |
| YTD | -8.0% | +57.2% | -65.2% | -22.2% |
| 1Y | -12.9% | +75.3% | -88.2% | -29.2% |
| 3Y | +29.3% | +51.9% | -22.6% | +3.6% |
| 5Y | +60.8% | -30.7% | +91.6% | +72.7% |
| All | +248.0% | +18.1% | +229.9% | +161.1% |
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 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