+29.5%
SWK vs GFI
+1,104.9%
-1,075.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.8% | -1.9% | +2.6% |
| 7D | +10.7% | +18.0% | -7.4% | +9.8% |
| 30D | +33.3% | +11.5% | +21.9% | +32.6% |
| 3M | +14.7% | +2.8% | +11.8% | +14.3% |
| 6M | +48.5% | -6.4% | +55.0% | +48.4% |
| YTD | +63.9% | -1.1% | +65.0% | +63.1% |
| 1Y | +80.4% | +10.8% | +69.6% | +78.9% |
| 3Y | +58.1% | +248.8% | -190.6% | +48.8% |
| 5Y | -24.5% | +407.7% | -432.2% | -30.5% |
| 10Y | +29.5% | +1,213.7% | -1,184.2% | +20.4% |
| All | +29.5% | +1,104.9% | -1,075.5% | +20.4% |
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