+106.7%
GLDM vs SWK
+46.5%
+60.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.0% |
| 7D | +1.9% | +11.3% | -9.4% | +1.0% |
| 30D | -1.7% | +28.1% | -29.8% | -3.5% |
| 3M | -3.5% | +12.6% | -16.1% | -4.5% |
| 6M | -10.1% | +51.7% | -61.8% | -12.6% |
| YTD | -5.0% | +60.0% | -65.0% | -8.1% |
| 1Y | +2.8% | +72.7% | -69.9% | -0.7% |
| All | +106.7% | +46.5% | +60.2% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling