-17.3%
GIS vs SWK
+18.1%
-35.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -3.4% | -1.4% | -2.0% | -3.2% |
| 30D | +6.9% | +25.5% | -18.6% | +4.4% |
| 3M | -10.1% | +11.8% | -21.9% | -11.2% |
| 6M | +5.9% | +48.7% | -42.8% | +1.5% |
| YTD | -21.1% | +57.2% | -78.3% | -25.0% |
| 1Y | -22.5% | +75.3% | -97.8% | -27.1% |
| 3Y | -39.0% | +51.9% | -90.9% | -42.6% |
| 5Y | -33.3% | -30.7% | -2.6% | -32.1% |
| All | -17.3% | +18.1% | -35.4% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling