+816.6%
GLD vs SWK
+255.1%
+561.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 3M | -1.1% | +24.1% | -25.2% | -1.5% |
| 6M | -13.8% | +24.7% | -38.5% | -14.2% |
| YTD | +2.6% | +33.9% | -31.3% | +2.0% |
| 1Y | +24.5% | +34.7% | -10.2% | +23.7% |
| 3Y | +125.8% | +15.3% | +110.6% | +124.5% |
| 5Y | +137.8% | -39.3% | +177.1% | +137.3% |
| 10Y | +221.4% | +2.5% | +218.9% | +216.2% |
| All | +816.6% | +255.1% | +561.5% | +761.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling