-12.6%
GPN vs SWK
+50.7%
-63.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | -5.6% | -1.4% | -4.3% | -5.1% |
| 30D | +13.6% | +25.5% | -11.8% | +3.7% |
| 3M | -2.8% | +11.8% | -14.6% | -7.3% |
| 6M | +38.1% | +48.7% | -10.6% | +17.1% |
| YTD | +19.9% | +57.2% | -37.3% | -1.7% |
| 1Y | +23.4% | +75.3% | -51.9% | -3.5% |
| 3Y | -12.6% | +51.9% | -64.6% | -33.4% |
| All | -12.6% | +50.7% | -63.3% | -33.4% |
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