+1,240.6%
SWK vs GPC
+2,341.8%
-1,101.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -0.4% | +0.4% | -0.9% | -0.7% |
| 30D | -5.7% | +5.1% | -10.9% | -8.9% |
| 3M | +24.1% | +41.5% | -17.5% | -3.1% |
| 6M | +24.7% | +21.8% | +2.9% | +7.7% |
| YTD | +33.9% | +14.6% | +19.4% | +19.0% |
| 1Y | +34.7% | +1.3% | +33.4% | +30.4% |
| 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% | -37.7% |
| All | +1,240.6% | +2,341.8% | -1,101.2% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling