-54.6%
GTLB vs SWK
-19.0%
-35.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -3.4% |
| 7D | -9.6% | +10.7% | -20.2% | -14.6% |
| 30D | -14.5% | +33.3% | -47.8% | -26.9% |
| 3M | +20.9% | +14.7% | +6.2% | +11.6% |
| 6M | +81.4% | +48.5% | +32.9% | +44.4% |
| YTD | +25.6% | +63.9% | -38.3% | -8.2% |
| 1Y | +3.4% | +80.4% | -77.0% | -29.1% |
| 3Y | +8.9% | +58.1% | -49.2% | -26.3% |
| 5Y | -64.0% | -24.5% | -39.5% | -65.3% |
| All | -54.6% | -19.0% | -35.7% | -55.4% |
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 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