+142.5%
GLD vs SWK
-38.7%
+181.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +4.4% | -5.7% | +10.1% | +4.6% |
| 3M | -1.1% | +24.1% | -25.2% | -1.9% |
| 6M | -13.8% | +24.7% | -38.5% | -14.6% |
| YTD | +2.6% | +33.9% | -31.3% | +1.5% |
| 1Y | +24.5% | +34.7% | -10.2% | +23.1% |
| 3Y | +125.8% | +15.3% | +110.6% | +123.8% |
| All | +142.5% | -38.7% | +181.3% | +128.7% |
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