+248.5%
GLDM vs SWK
-8.9%
+257.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -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% | -25.1% | -1.6% |
| 6M | -13.7% | +24.7% | -38.4% | -14.2% |
| YTD | +2.8% | +33.9% | -31.2% | +2.1% |
| 1Y | +24.8% | +34.7% | -9.8% | +24.0% |
| 3Y | +127.8% | +15.3% | +112.5% | +126.4% |
| 5Y | +141.1% | -39.3% | +180.4% | +138.8% |
| All | +248.5% | -8.9% | +257.4% | +236.5% |
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