-61.1%
GTLB vs SWK
-26.0%
-35.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.8% |
| 7D | -9.6% | -2.3% | -7.4% | -8.6% |
| 30D | -15.5% | +30.4% | -45.9% | -27.1% |
| 3M | +12.4% | +12.1% | +0.2% | +4.8% |
| 6M | +84.6% | +49.1% | +35.5% | +46.2% |
| YTD | +26.1% | +60.4% | -34.4% | -7.1% |
| 1Y | +1.7% | +78.3% | -76.6% | -30.2% |
| 3Y | +6.1% | +53.3% | -47.2% | -27.2% |
| 5Y | -61.1% | -27.0% | -34.2% | -62.1% |
| All | -61.1% | -26.0% | -35.1% | -62.1% |
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 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