-36.7%
SWK vs GFI
+508.7%
-545.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | -0.4% | +3.1% | -3.6% | -0.7% |
| 30D | -5.7% | +27.1% | -32.8% | -7.4% |
| 3M | +24.1% | +21.2% | +2.9% | +22.0% |
| 6M | +24.7% | -4.5% | +29.2% | +24.0% |
| YTD | +33.9% | +11.7% | +22.2% | +32.0% |
| 1Y | +34.7% | +46.0% | -11.4% | +30.9% |
| 3Y | +15.3% | +309.6% | -294.3% | +3.4% |
| All | -36.7% | +508.7% | -545.4% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling