+212.2%
GLD vs SWK
+32.9%
+179.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.8% |
| 7D | +4.9% | +10.7% | -5.7% | +4.6% |
| 30D | -1.3% | +33.3% | -34.7% | -2.1% |
| 3M | -4.8% | +14.7% | -19.4% | -5.2% |
| 6M | -12.5% | +48.5% | -61.0% | -13.5% |
| YTD | -4.2% | +63.9% | -68.1% | -5.5% |
| 1Y | +3.0% | +80.4% | -77.4% | +1.6% |
| 3Y | +109.1% | +58.1% | +51.0% | +106.4% |
| 5Y | +121.6% | -24.5% | +146.1% | +118.1% |
| 10Y | +212.2% | +29.5% | +182.7% | +205.9% |
| All | +212.2% | +32.9% | +179.3% | +205.9% |
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