+2.5%
GLD vs SWK
+82.9%
-80.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.3% |
| 7D | +1.9% | +11.3% | -9.4% | -0.3% |
| 30D | -1.8% | +28.1% | -29.9% | -6.5% |
| 3M | -3.6% | +12.6% | -16.2% | -6.1% |
| 6M | -10.2% | +51.7% | -61.9% | -17.2% |
| YTD | -5.3% | +60.0% | -65.2% | -14.6% |
| 1Y | +2.5% | +72.7% | -70.2% | -8.3% |
| All | +2.5% | +82.9% | -80.5% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling