+9.4%
GEHC vs SWK
+73.5%
-64.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | 0.0% |
| 7D | -2.3% | -2.0% | -0.3% | -1.5% |
| 30D | +19.0% | +24.6% | -5.6% | +9.3% |
| 3M | +13.3% | +10.8% | +2.5% | +8.6% |
| 6M | +31.5% | +46.1% | -14.5% | +10.9% |
| YTD | 0.0% | +56.8% | -56.9% | -20.4% |
| 1Y | +9.4% | +72.7% | -63.4% | -17.0% |
| All | +9.4% | +73.5% | -64.1% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling