+22.1%
GH vs SWK
-38.7%
+60.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -0.1% | -0.4% | +0.4% | +0.1% |
| 30D | -1.1% | -5.7% | +4.6% | +1.9% |
| 3M | +21.3% | +24.1% | -2.8% | +7.5% |
| 6M | +73.5% | +24.7% | +48.8% | +52.3% |
| YTD | +58.0% | +33.9% | +24.1% | +32.8% |
| 1Y | +163.1% | +34.7% | +128.4% | +116.6% |
| 3Y | +361.0% | +15.3% | +345.8% | +296.7% |
| All | +22.1% | -38.7% | +60.9% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling