+406.5%
GDDY vs SWK
+36.5%
+370.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | +3.7% | -0.4% | +4.1% | +3.8% |
| 30D | +10.4% | -5.7% | +16.1% | +12.4% |
| 3M | +19.4% | +24.1% | -4.7% | +10.5% |
| 6M | +14.3% | +24.7% | -10.4% | +4.5% |
| YTD | -18.4% | +33.9% | -52.3% | -27.2% |
| 1Y | -30.1% | +34.7% | -64.8% | -38.1% |
| 3Y | +39.4% | +15.3% | +24.2% | +23.2% |
| 5Y | +35.2% | -39.3% | +74.4% | +50.5% |
| 10Y | +210.0% | +2.5% | +207.5% | +138.6% |
| All | +406.5% | +36.5% | +370.1% | +274.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling