+767.2%
GLW vs SWK
+2.4%
+764.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.3% |
| 7D | +3.8% | -0.4% | +4.2% | +4.0% |
| 30D | -1.3% | -5.7% | +4.4% | +1.4% |
| 3M | -21.8% | +24.1% | -45.9% | -29.0% |
| 6M | +6.9% | +24.7% | -17.8% | -3.2% |
| YTD | +77.2% | +33.9% | +43.2% | +54.1% |
| 1Y | +123.2% | +34.7% | +88.6% | +92.4% |
| 3Y | +400.0% | +15.3% | +384.7% | +332.8% |
| 5Y | +342.8% | -39.3% | +382.1% | +420.2% |
| All | +767.2% | +2.4% | +764.8% | +617.3% |
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