+205.7%
GLW vs SWK
-25.4%
+231.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.6% | -10.3% | -12.0% |
| 7D | -19.7% | +11.3% | -31.0% | -23.0% |
| 30D | -38.8% | +28.1% | -66.9% | -44.3% |
| 3M | -33.9% | +12.6% | -46.5% | -37.0% |
| 6M | -36.0% | +51.7% | -87.7% | -44.8% |
| YTD | +18.7% | +60.0% | -41.2% | +0.1% |
| 1Y | +19.8% | +72.7% | -52.9% | -1.5% |
| 3Y | +294.3% | +46.3% | +248.0% | +224.3% |
| 5Y | +205.7% | -24.6% | +230.3% | +211.5% |
| All | +205.7% | -25.4% | +231.2% | +211.5% |
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