-36.9%
GIS vs SWK
+46.0%
-82.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.6% |
| 7D | +3.6% | +11.0% | -7.5% | +2.2% |
| 30D | +13.9% | +30.1% | -16.2% | +10.5% |
| 3M | +0.3% | +14.7% | -14.3% | -1.5% |
| 6M | +5.0% | +44.5% | -39.5% | +0.6% |
| YTD | -18.4% | +59.4% | -77.7% | -22.7% |
| 1Y | -17.4% | +77.5% | -95.0% | -22.7% |
| 3Y | -36.9% | +49.5% | -86.4% | -41.0% |
| All | -36.9% | +46.0% | -82.9% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling