-33.5%
GIS vs SWK
+15.2%
-48.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.6% |
| 7D | -7.8% | -0.4% | -7.4% | -7.8% |
| 30D | +6.6% | -5.7% | +12.3% | +7.1% |
| 3M | +21.0% | +24.1% | -3.1% | +18.4% |
| 6M | -9.1% | +24.7% | -33.8% | -11.2% |
| YTD | -13.6% | +33.9% | -47.6% | -16.2% |
| 1Y | -18.0% | +34.7% | -52.7% | -20.7% |
| All | -33.5% | +15.2% | -48.7% | -35.1% |
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 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