+371.1%
GH vs SWK
-1.8%
+372.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.1% |
| 7D | +0.6% | -1.4% | +1.9% | +1.2% |
| 30D | -6.9% | +25.5% | -32.4% | -16.8% |
| 3M | -4.9% | +11.8% | -16.7% | -10.6% |
| 6M | +54.1% | +48.7% | +5.4% | +25.9% |
| YTD | +48.5% | +57.2% | -8.7% | +16.9% |
| 1Y | +61.2% | +75.3% | -14.1% | +19.9% |
| 3Y | +570.3% | +51.9% | +518.4% | +410.1% |
| 5Y | +46.1% | -30.7% | +76.9% | +51.3% |
| All | +371.1% | -1.8% | +372.9% | +273.4% |
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