-9.4%
GPN vs SWK
+46.0%
-55.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +0.6% | +11.0% | -10.5% | -3.8% |
| 30D | +20.1% | +30.1% | -9.9% | +8.1% |
| 3M | +11.4% | +14.7% | -3.3% | +5.0% |
| 6M | +40.8% | +44.5% | -3.7% | +20.7% |
| YTD | +27.1% | +59.4% | -32.3% | +3.5% |
| 1Y | +29.2% | +77.5% | -48.3% | +0.4% |
| 3Y | -9.4% | +49.5% | -58.8% | -30.9% |
| All | -9.4% | +46.0% | -55.3% | -30.9% |
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