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  • SWK vs GPC✓SelectedUSD · GPCSWK vs GPC performance historyLatest closeAs of+0.89%09/04
Stock and ETF performance explorer

SWK vs GPC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,240.6%
GPC return
+2,341.8%
Excess return
-1,101.2%
Maximum drawdown
-71.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioGPCExcessAlpha
1D+0.9%+1.1%-0.2%+0.1%
7D-0.4%+1.2%-1.6%-1.2%
30D-5.7%+6.0%-11.7%-9.4%
3M+24.1%+42.6%-18.6%-3.6%
6M+24.7%+22.8%+1.9%+7.1%
YTD+33.9%+15.5%+18.5%+18.4%
1Y+34.7%+2.0%+32.6%+29.7%
3Y+15.3%-1.4%+16.7%+9.5%
5Y-39.3%+30.6%-69.9%-52.6%
10Y+2.5%+80.6%-78.1%-37.6%
All+1,240.6%+2,341.8%-1,101.2%+92.3%

Cumulative growth

Daily Returns

Daily percentage return beside GPC.

Daily Out/Under-Performance

Portfolio return minus GPC return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × GPC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded GPC 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling