+38.2%
GEHC vs SWK
+67.0%
-28.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | +7.6% | +11.0% | -3.4% | +3.2% |
| 30D | +27.5% | +30.1% | -2.6% | +15.0% |
| 3M | +17.2% | +14.7% | +2.6% | +10.9% |
| 6M | +33.6% | +44.5% | -10.9% | +14.5% |
| YTD | +0.6% | +59.4% | -58.7% | -17.6% |
| 1Y | +11.3% | +77.5% | -66.2% | -12.7% |
| 3Y | +16.5% | +49.5% | -33.0% | -6.5% |
| All | +38.2% | +67.0% | -28.8% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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