+15.9%
GTLB vs SWK
+46.0%
-30.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.7% |
| 7D | -11.1% | +11.0% | -22.1% | -14.2% |
| 30D | -7.5% | +30.1% | -37.6% | -15.4% |
| 3M | +34.8% | +14.7% | +20.1% | +28.5% |
| 6M | +98.0% | +44.5% | +53.5% | +73.8% |
| YTD | +28.1% | +59.4% | -31.2% | +6.8% |
| 1Y | +5.6% | +77.5% | -72.0% | -16.4% |
| 3Y | +15.9% | +49.5% | -33.5% | -6.1% |
| All | +15.9% | +46.0% | -30.0% | -6.1% |
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