+51.7%
SWK vs GAP
-4.1%
+55.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.1% | -1.2% |
| 7D | +11.3% | -2.1% | +13.4% | +11.7% |
| 30D | +28.1% | -5.1% | +33.2% | +29.0% |
| 3M | +12.6% | +9.8% | +2.8% | +10.2% |
| 6M | +51.7% | -3.6% | +55.3% | +51.0% |
| All | +51.7% | -4.1% | +55.8% | +51.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling