+493.9%
GLW vs SWK
+29.6%
+464.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -13.9% | +11.0% | -25.0% | -18.6% |
| 30D | -35.0% | +30.1% | -65.0% | -43.1% |
| 3M | -32.4% | +14.7% | -47.0% | -37.3% |
| 6M | -41.3% | +44.5% | -85.8% | -51.0% |
| YTD | +21.8% | +59.4% | -37.5% | -3.4% |
| 1Y | +21.8% | +77.5% | -55.7% | -8.2% |
| 3Y | +307.7% | +49.5% | +258.2% | +208.9% |
| 5Y | +213.7% | -24.9% | +238.6% | +229.1% |
| All | +493.9% | +29.6% | +464.3% | +347.4% |
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 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