+372.1%
GNRC vs SWK
+32.9%
+339.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +3.9% | +5.2% |
| 7D | -6.6% | +10.7% | -17.3% | -13.1% |
| 30D | -16.1% | +33.3% | -49.4% | -30.2% |
| 3M | -11.1% | +14.7% | -25.7% | -19.2% |
| 6M | -29.9% | +48.5% | -78.5% | -45.4% |
| YTD | +38.4% | +63.9% | -25.5% | +0.5% |
| 1Y | +21.5% | +80.4% | -58.9% | -16.6% |
| 3Y | +83.5% | +58.1% | +25.4% | +29.3% |
| 5Y | -57.1% | -24.5% | -32.6% | -55.3% |
| 10Y | +372.1% | +29.5% | +342.6% | +243.7% |
| All | +372.1% | +32.9% | +339.2% | +243.7% |
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