+72.7%
SWK vs GGLL
-16.9%
+89.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -2.2% |
| 7D | +11.3% | -1.3% | +12.6% | +11.4% |
| 30D | +28.1% | -36.3% | +64.3% | +32.6% |
| 3M | +12.6% | -42.7% | +55.3% | +17.9% |
| 6M | +51.7% | -53.1% | +104.8% | +62.6% |
| YTD | +60.0% | -32.1% | +92.0% | +57.5% |
| 1Y | +72.7% | -20.1% | +92.7% | +66.5% |
| All | +72.7% | -16.9% | +89.6% | +66.5% |
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