-12.7%
GFS vs SWK
-20.8%
+8.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +13.1% | -19.1% | -12.1% |
| 7D | -12.5% | +17.9% | -30.4% | -20.0% |
| 30D | -16.9% | +31.9% | -48.9% | -28.4% |
| 3M | -22.3% | +16.6% | -38.8% | -28.8% |
| 6M | -40.2% | +61.1% | -101.3% | -53.6% |
| YTD | +16.0% | +64.2% | -48.2% | -12.1% |
| 1Y | +17.7% | +85.2% | -67.5% | -16.2% |
| 3Y | -23.4% | +50.2% | -73.6% | -42.6% |
| 5Y | -35.4% | -22.8% | -12.6% | -38.1% |
| All | -12.7% | -20.8% | +8.1% | -16.4% |
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