-21.3%
GFS vs SWK
-22.9%
+1.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.6% | -7.3% | -8.6% |
| 7D | -20.7% | +11.3% | -32.0% | -25.3% |
| 30D | -25.2% | +28.1% | -53.3% | -34.6% |
| 3M | -26.3% | +12.6% | -38.9% | -31.2% |
| 6M | -50.7% | +51.7% | -102.4% | -60.6% |
| YTD | +4.5% | +60.0% | -55.4% | -19.7% |
| 1Y | +2.5% | +72.7% | -70.2% | -24.4% |
| 3Y | -30.9% | +46.3% | -77.2% | -47.6% |
| 5Y | -42.6% | -24.6% | -18.0% | -44.3% |
| All | -21.3% | -22.9% | +1.5% | -23.6% |
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