-29.6%
GPN vs SWK
-28.9%
-0.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -2.2% | -9.8% | -11.1% |
| 7D | -7.1% | -2.0% | -5.2% | -6.4% |
| 30D | +7.7% | +24.6% | -16.9% | -1.8% |
| 3M | -0.1% | +10.8% | -10.9% | -4.7% |
| 6M | +29.4% | +46.1% | -16.7% | +9.9% |
| YTD | +15.1% | +56.8% | -41.8% | -6.2% |
| 1Y | +15.4% | +72.7% | -57.3% | -9.7% |
| 3Y | -16.5% | +49.9% | -66.4% | -34.1% |
| 5Y | -29.6% | -30.9% | +1.3% | -29.7% |
| All | -29.6% | -28.9% | -0.7% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling