-16.4%
GIS vs SWK
+26.9%
-43.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +1.5% | +11.3% | -9.8% | +0.3% |
| 30D | +9.2% | +31.5% | -22.3% | +6.1% |
| 3M | -5.4% | +14.4% | -19.8% | -6.8% |
| 6M | +3.4% | +46.4% | -43.0% | -0.7% |
| YTD | -20.5% | +61.6% | -82.0% | -24.6% |
| 1Y | -20.0% | +78.7% | -98.7% | -24.9% |
| 3Y | -38.6% | +54.4% | -93.0% | -42.4% |
| 5Y | -33.1% | -25.3% | -7.8% | -32.4% |
| 10Y | -16.4% | +22.4% | -38.8% | -24.3% |
| All | -16.4% | +26.9% | -43.3% | -24.3% |
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