+5.1%
GNRC vs SWK
+37.3%
-32.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.9% |
| 7D | +1.9% | -0.4% | +2.4% | +2.2% |
| 30D | -13.8% | -5.7% | -8.1% | -10.9% |
| 3M | -32.6% | +24.1% | -56.7% | -40.2% |
| 6M | -15.2% | +24.7% | -39.9% | -25.8% |
| YTD | +37.4% | +33.9% | +3.4% | +13.3% |
| 1Y | +5.1% | +34.7% | -29.5% | -16.6% |
| All | +5.1% | +37.3% | -32.2% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling