+1,501.0%
SWK vs GAP
+2,273.6%
-772.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.6% | +3.1% | -1.0% |
| 7D | +11.3% | -2.1% | +13.4% | +12.0% |
| 30D | +28.1% | -5.1% | +33.2% | +30.0% |
| 3M | +12.6% | +9.8% | +2.8% | +9.0% |
| 6M | +51.7% | -3.6% | +55.3% | +51.2% |
| YTD | +60.0% | -9.8% | +69.8% | +61.6% |
| 1Y | +72.7% | -1.5% | +74.1% | +70.0% |
| 3Y | +46.3% | +74.3% | -28.0% | +16.5% |
| 5Y | -24.6% | +9.9% | -34.6% | -36.2% |
| 10Y | +32.2% | +22.9% | +9.3% | -5.5% |
| All | +1,501.0% | +2,273.6% | -772.6% | +393.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling