-52.0%
GTLB vs SWK
-33.8%
-18.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | +11.1% | -0.4% | +11.5% | +11.4% |
| 30D | +37.8% | -5.7% | +43.5% | +42.3% |
| 3M | +61.6% | +24.1% | +37.5% | +42.9% |
| 6M | +98.9% | +24.7% | +74.2% | +71.8% |
| YTD | +32.8% | +33.9% | -1.2% | +8.8% |
| 1Y | +14.7% | +34.7% | -20.0% | -7.4% |
| 3Y | +1.3% | +15.3% | -13.9% | -16.1% |
| All | -52.0% | -33.8% | -18.3% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling