-4.9%
SWK vs GFI
+36.5%
-41.4%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -0.4% | +3.1% | -3.6% | -1.0% |
| 30D | -5.7% | +27.1% | -32.8% | -10.2% |
| All | -4.9% | +36.5% | -41.4% | -11.1% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling