+44.0%
GPN vs SWK
+29.6%
+14.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +0.6% | +11.0% | -10.5% | -4.9% |
| 30D | +20.1% | +30.1% | -9.9% | +5.4% |
| 3M | +11.4% | +14.7% | -3.3% | +3.4% |
| 6M | +40.8% | +44.5% | -3.7% | +16.5% |
| YTD | +27.1% | +59.4% | -32.3% | -1.2% |
| 1Y | +29.2% | +77.5% | -48.3% | -4.9% |
| 3Y | -9.4% | +49.5% | -58.8% | -31.2% |
| 5Y | -25.1% | -24.9% | -0.2% | -22.3% |
| All | +44.0% | +29.6% | +14.4% | +3.7% |
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