+620.7%
GEV vs SWK
+13.8%
+606.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +3.3% | -0.4% | +3.7% | +3.4% |
| 30D | -7.5% | -5.7% | -1.7% | -5.8% |
| 3M | -2.2% | +24.1% | -26.2% | -8.4% |
| 6M | +12.1% | +24.7% | -12.6% | +4.3% |
| YTD | +44.4% | +33.9% | +10.4% | +31.0% |
| 1Y | +57.7% | +34.7% | +23.0% | +42.4% |
| All | +620.7% | +13.8% | +606.9% | +516.6% |
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