+478.8%
GLW vs SWK
+30.0%
+448.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.6% | -10.3% | -11.7% |
| 7D | -19.7% | +11.3% | -31.0% | -24.2% |
| 30D | -38.8% | +28.1% | -66.9% | -46.1% |
| 3M | -33.9% | +12.6% | -46.5% | -38.2% |
| 6M | -36.0% | +51.7% | -87.7% | -47.7% |
| YTD | +18.7% | +60.0% | -41.2% | -6.0% |
| 1Y | +19.8% | +72.7% | -52.9% | -8.7% |
| 3Y | +294.3% | +46.3% | +248.0% | +202.1% |
| 5Y | +205.7% | -24.6% | +230.3% | +220.2% |
| All | +478.8% | +30.0% | +448.7% | +335.3% |
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 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