-36.7%
SWK vs GPC
+30.9%
-67.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.2% |
| 7D | -0.4% | +1.2% | -1.6% | -1.2% |
| 30D | -5.7% | +6.0% | -11.7% | -9.2% |
| 3M | +24.1% | +42.6% | -18.6% | -2.4% |
| 6M | +24.7% | +22.8% | +1.9% | +7.9% |
| YTD | +33.9% | +15.5% | +18.5% | +18.4% |
| 1Y | +34.7% | +2.0% | +32.6% | +29.6% |
| 3Y | +15.3% | -1.4% | +16.7% | +8.8% |
| All | -36.7% | +30.9% | -67.6% | -54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling