-24.6%
SWK vs GAP
+8.2%
-32.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.1% | -0.9% |
| 7D | +11.3% | -2.1% | +13.4% | +12.1% |
| 30D | +28.1% | -5.1% | +33.2% | +30.2% |
| 3M | +12.6% | +9.8% | +2.8% | +8.6% |
| 6M | +51.7% | -3.6% | +55.3% | +51.0% |
| YTD | +60.0% | -9.8% | +69.8% | +61.6% |
| 1Y | +72.7% | -1.5% | +74.1% | +69.5% |
| 3Y | +46.3% | +74.3% | -28.0% | +14.6% |
| 5Y | -24.6% | +9.9% | -34.6% | -42.6% |
| All | -24.6% | +8.2% | -32.8% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling