+58.5%
SWK vs GGLL
+198.0%
-139.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | +6.5% | +6.6% | +11.9% |
| 7D | +17.9% | -23.1% | +41.0% | +22.3% |
| 30D | +31.9% | -32.9% | +64.8% | +40.2% |
| 3M | +16.6% | -44.9% | +61.4% | +28.1% |
| 6M | +61.1% | -49.5% | +110.7% | +78.1% |
| YTD | +64.2% | -28.9% | +93.1% | +66.7% |
| 1Y | +85.2% | -12.2% | +97.4% | +78.6% |
| 3Y | +50.2% | +163.5% | -113.3% | +0.9% |
| All | +58.5% | +198.0% | -139.5% | -2.9% |
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