-24.5%
GPN vs SWK
+15.2%
-39.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +0.8% | -0.4% | +1.2% | +1.0% |
| 30D | +5.8% | -5.7% | +11.5% | +8.1% |
| 3M | +37.0% | +24.1% | +12.9% | +25.3% |
| 6M | +20.1% | +24.7% | -4.6% | +9.0% |
| YTD | +20.4% | +33.9% | -13.5% | +5.5% |
| 1Y | +7.4% | +34.7% | -27.3% | -6.5% |
| All | -24.5% | +15.2% | -39.7% | -35.7% |
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 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