+56.0%
SWK vs GGLL
+194.0%
-138.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | +11.3% | +5.1% | +6.2% | +10.4% |
| 30D | +31.5% | -35.5% | +67.0% | +40.7% |
| 3M | +14.4% | -39.2% | +53.6% | +23.4% |
| 6M | +46.4% | -54.4% | +100.8% | +65.3% |
| YTD | +61.6% | -29.8% | +91.4% | +64.4% |
| 1Y | +78.7% | -20.4% | +99.1% | +76.2% |
| 3Y | +54.4% | +149.7% | -95.3% | +5.3% |
| All | +56.0% | +194.0% | -138.0% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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