+380.7%
GH vs SWK
+0.2%
+380.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -8.2% | -2.3% | -5.9% | -7.1% |
| 30D | -4.9% | +30.4% | -35.3% | -16.5% |
| 3M | -6.2% | +12.1% | -18.4% | -11.9% |
| 6M | +60.0% | +49.1% | +11.0% | +30.7% |
| YTD | +51.5% | +60.4% | -8.9% | +18.2% |
| 1Y | +58.4% | +78.3% | -19.9% | +17.0% |
| 3Y | +617.2% | +53.3% | +563.9% | +443.8% |
| 5Y | +47.0% | -27.0% | +74.0% | +48.8% |
| All | +380.7% | +0.2% | +380.4% | +277.6% |
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