-2.4%
GFS vs SWK
-35.4%
+33.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | +1.0% | -0.4% | +1.5% | +1.2% |
| 30D | -8.6% | -5.7% | -2.9% | -5.8% |
| 3M | -46.5% | +24.1% | -70.6% | -52.2% |
| 6M | -4.8% | +24.7% | -29.5% | -15.4% |
| YTD | +29.7% | +33.9% | -4.3% | +10.1% |
| 1Y | +35.8% | +34.7% | +1.2% | +14.5% |
| 3Y | -18.3% | +15.3% | -33.6% | -29.6% |
| All | -2.4% | -35.4% | +33.0% | +4.6% |
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