+29.3%
GDDY vs SWK
+50.7%
-21.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.2% | -1.4% | +1.1% | -0.1% |
| 30D | +10.4% | +25.5% | -15.0% | +7.2% |
| 3M | +13.6% | +11.8% | +1.8% | +11.8% |
| 6M | +33.7% | +48.7% | -15.0% | +26.8% |
| YTD | -8.0% | +57.2% | -65.2% | -13.1% |
| 1Y | -12.9% | +75.3% | -88.2% | -18.9% |
| 3Y | +29.3% | +51.9% | -22.6% | +17.9% |
| All | +29.3% | +50.7% | -21.4% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling