+163.1%
GH vs SWK
+37.3%
+125.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -0.1% | -0.4% | +0.4% | 0.0% |
| 30D | -1.1% | -5.7% | +4.6% | 0.0% |
| 3M | +21.3% | +24.1% | -2.8% | +16.5% |
| 6M | +73.5% | +24.7% | +48.8% | +64.2% |
| YTD | +58.0% | +33.9% | +24.1% | +53.2% |
| 1Y | +163.1% | +34.7% | +128.4% | +154.1% |
| All | +163.1% | +37.3% | +125.7% | +154.1% |
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