+44.2%
GEV vs SWK
+74.4%
-30.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +3.7% | -1.4% | +5.1% | +4.1% |
| 30D | -14.7% | +25.5% | -40.1% | -21.1% |
| 3M | -23.4% | +11.8% | -35.2% | -26.0% |
| 6M | -24.3% | +48.7% | -73.0% | -34.4% |
| YTD | +23.2% | +57.2% | -34.0% | +0.1% |
| 1Y | +44.2% | +75.3% | -31.0% | +9.8% |
| All | +44.2% | +74.4% | -30.1% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling