+28.7%
SWK vs GAP
+15.9%
+12.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | +1.0% |
| 7D | +11.0% | -3.8% | +14.8% | +12.6% |
| 30D | +30.1% | -9.0% | +39.1% | +34.2% |
| 3M | +14.7% | +5.5% | +9.2% | +11.6% |
| 6M | +44.5% | -11.1% | +55.6% | +47.5% |
| YTD | +59.4% | -13.6% | +72.9% | +63.3% |
| 1Y | +77.5% | -2.9% | +80.4% | +74.5% |
| 3Y | +49.5% | +69.6% | -20.2% | +13.0% |
| 5Y | -24.9% | +5.4% | -30.3% | -38.4% |
| All | +28.7% | +15.9% | +12.9% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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