+24.2%
GDDY vs SWK
-41.4%
+65.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +1.2% |
| 7D | -8.1% | -4.6% | -3.6% | -7.2% |
| 30D | +2.3% | -9.9% | +12.2% | +4.5% |
| 3M | +14.7% | +15.4% | -0.7% | +11.2% |
| 6M | +2.1% | +25.0% | -22.9% | -3.3% |
| YTD | -24.6% | +27.2% | -51.8% | -28.7% |
| 1Y | -37.1% | +24.6% | -61.7% | -40.5% |
| 3Y | +25.5% | +13.7% | +11.8% | +16.6% |
| 5Y | +24.2% | -41.5% | +65.8% | +29.0% |
| All | +24.2% | -41.4% | +65.7% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling