+125.5%
GLDM vs SWK
-24.2%
+149.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +13.1% | -9.4% | +3.0% |
| 7D | -0.3% | +17.9% | -18.2% | -1.1% |
| 30D | -1.9% | +31.9% | -33.8% | -3.1% |
| 3M | -0.4% | +16.6% | -17.0% | -1.2% |
| 6M | -10.1% | +61.1% | -71.2% | -11.9% |
| YTD | -5.8% | +64.2% | -70.1% | -7.9% |
| 1Y | +3.1% | +85.2% | -82.1% | +0.7% |
| 3Y | +103.4% | +50.2% | +53.2% | +99.4% |
| 5Y | +125.5% | -22.8% | +148.3% | +112.3% |
| All | +125.5% | -24.2% | +149.7% | +112.3% |
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 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