+28.7%
SWK vs GPC
+85.6%
-56.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.6% |
| 7D | +11.0% | +1.6% | +9.5% | +10.0% |
| 30D | +30.1% | -2.1% | +32.1% | +31.7% |
| 3M | +14.7% | -6.8% | +21.5% | +20.3% |
| 6M | +44.5% | +18.6% | +25.9% | +25.5% |
| YTD | +59.4% | +2.7% | +56.7% | +51.0% |
| 1Y | +77.5% | +1.8% | +75.7% | +69.3% |
| 3Y | +49.5% | +1.1% | +48.4% | +37.8% |
| 5Y | -24.9% | +4.1% | -29.0% | -33.7% |
| All | +28.7% | +85.6% | -56.8% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling