+23.6%
GFS vs SWK
+76.3%
-52.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.7% |
| 7D | +6.2% | -2.3% | +8.5% | +7.2% |
| 30D | -11.4% | +30.4% | -41.8% | -21.7% |
| 3M | -15.5% | +12.1% | -27.6% | -19.5% |
| 6M | -42.6% | +49.1% | -91.7% | -52.6% |
| YTD | +23.2% | +60.4% | -37.3% | -9.6% |
| 1Y | +23.6% | +78.3% | -54.7% | -12.6% |
| All | +23.6% | +76.3% | -52.7% | -12.6% |
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 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