+453.1%
GH vs SWK
+46.5%
+406.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.6% | -6.4% | -8.1% |
| 7D | -17.2% | +11.3% | -28.5% | -20.7% |
| 30D | -10.1% | +28.1% | -38.2% | -18.5% |
| 3M | -6.0% | +12.6% | -18.6% | -10.5% |
| 6M | +71.4% | +51.7% | +19.7% | +44.1% |
| YTD | +50.2% | +60.0% | -9.7% | +22.6% |
| 1Y | +61.4% | +72.7% | -11.3% | +27.2% |
| All | +453.1% | +46.5% | +406.6% | +317.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling