+41.0%
GEHC vs SWK
+71.7%
-30.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.9% |
| 7D | +5.6% | +10.7% | -5.0% | +1.4% |
| 30D | +27.9% | +33.3% | -5.4% | +14.3% |
| 3M | +17.1% | +14.7% | +2.5% | +10.8% |
| 6M | +32.5% | +48.5% | -16.0% | +12.3% |
| YTD | +2.7% | +63.9% | -61.2% | -16.8% |
| 1Y | +15.3% | +80.4% | -65.1% | -10.1% |
| 3Y | +23.7% | +58.1% | -34.5% | -2.5% |
| All | +41.0% | +71.7% | -30.8% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling