-36.7%
SWK vs GAP
+9.0%
-45.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -0.4% | -4.5% | +4.0% | +0.9% |
| 30D | -5.7% | +9.0% | -14.8% | -8.7% |
| 3M | +24.1% | +5.0% | +19.1% | +21.5% |
| 6M | +24.7% | -17.8% | +42.5% | +30.1% |
| YTD | +33.9% | -10.4% | +44.3% | +35.9% |
| 1Y | +34.7% | -3.4% | +38.1% | +33.1% |
| 3Y | +15.3% | +111.5% | -96.2% | -14.9% |
| All | -36.7% | +9.0% | -45.6% | -51.2% |
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 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