+54.4%
SWK vs GGLL
+184.7%
-130.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.8% |
| 7D | +11.3% | -1.3% | +12.6% | +11.6% |
| 30D | +28.1% | -36.3% | +64.3% | +37.4% |
| 3M | +12.6% | -42.7% | +55.3% | +22.8% |
| 6M | +51.7% | -53.1% | +104.8% | +70.1% |
| YTD | +60.0% | -32.1% | +92.0% | +63.7% |
| 1Y | +72.7% | -20.1% | +92.7% | +69.6% |
| 3Y | +46.3% | +151.7% | -105.4% | -0.9% |
| All | +54.4% | +184.7% | -130.2% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling