+72.5%
GNRC vs SWK
+46.0%
+26.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.8% |
| 7D | -10.7% | +11.0% | -21.7% | -16.2% |
| 30D | -20.1% | +30.1% | -50.2% | -31.4% |
| 3M | -16.3% | +14.7% | -30.9% | -23.1% |
| 6M | -33.9% | +44.5% | -78.4% | -46.4% |
| YTD | +29.6% | +59.4% | -29.7% | -1.5% |
| 1Y | +14.9% | +77.5% | -62.6% | -17.6% |
| 3Y | +72.5% | +49.5% | +23.1% | +26.4% |
| All | +72.5% | +46.0% | +26.5% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling