+368.5%
GH vs SWK
-0.4%
+369.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -15.6% | +11.0% | -26.7% | -20.1% |
| 30D | -10.4% | +30.1% | -40.4% | -21.2% |
| 3M | -4.3% | +14.7% | -18.9% | -11.0% |
| 6M | +63.5% | +44.5% | +19.0% | +35.5% |
| YTD | +47.7% | +59.4% | -11.7% | +15.5% |
| 1Y | +56.7% | +77.5% | -20.8% | +16.0% |
| 3Y | +443.9% | +49.5% | +394.4% | +317.4% |
| 5Y | +36.9% | -24.9% | +61.8% | +37.0% |
| All | +368.5% | -0.4% | +369.0% | +269.0% |
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 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