+0.7%
SWK vs GFI
+1,023.9%
-1,023.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -1.9% | -2.3% |
| 7D | -4.6% | +4.7% | -9.3% | -4.8% |
| 30D | -9.9% | +14.4% | -24.3% | -10.5% |
| 3M | +15.4% | +32.5% | -17.1% | +13.8% |
| 6M | +25.0% | -7.2% | +32.1% | +24.7% |
| YTD | +27.2% | +10.9% | +16.4% | +26.1% |
| 1Y | +24.6% | +35.5% | -10.9% | +22.5% |
| 3Y | +13.7% | +312.1% | -298.5% | +6.3% |
| 5Y | -41.5% | +524.6% | -566.1% | -46.6% |
| 10Y | +0.7% | +1,092.7% | -1,092.1% | -2.0% |
| All | +0.7% | +1,023.9% | -1,023.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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