-33.2%
GIS vs SWK
-26.0%
-7.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -4.6% | -2.3% | -2.3% | -4.4% |
| 30D | +6.6% | +30.4% | -23.8% | +4.2% |
| 3M | -8.1% | +12.1% | -20.2% | -9.1% |
| 6M | +4.9% | +49.1% | -44.2% | +1.4% |
| YTD | -21.4% | +60.4% | -81.8% | -24.5% |
| 1Y | -21.6% | +78.3% | -99.9% | -25.4% |
| 3Y | -39.3% | +53.3% | -92.6% | -42.2% |
| 5Y | -33.2% | -27.0% | -6.2% | -28.8% |
| All | -33.2% | -26.0% | -7.2% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling