+77.5%
SWK vs GGLL
-19.4%
+96.9%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | +11.0% | +3.1% | +7.9% | +10.8% |
| 30D | +30.1% | -36.3% | +66.4% | +34.7% |
| 3M | +14.7% | -40.4% | +55.0% | +19.4% |
| 6M | +44.5% | -54.6% | +99.1% | +55.9% |
| YTD | +59.4% | -31.1% | +90.5% | +56.8% |
| 1Y | +77.5% | -19.2% | +96.7% | +71.4% |
| All | +77.5% | -19.4% | +96.9% | +71.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling