+376.5%
GH vs SWK
-0.1%
+376.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.6% | -6.4% | -7.8% |
| 7D | -17.2% | +11.3% | -28.5% | -21.7% |
| 30D | -10.1% | +28.1% | -38.2% | -20.4% |
| 3M | -6.0% | +12.6% | -18.6% | -11.8% |
| 6M | +71.4% | +51.7% | +19.7% | +38.8% |
| YTD | +50.2% | +60.0% | -9.7% | +17.3% |
| 1Y | +61.4% | +72.7% | -11.3% | +21.0% |
| 3Y | +435.2% | +46.3% | +388.8% | +315.3% |
| 5Y | +39.2% | -24.6% | +63.9% | +39.1% |
| All | +376.5% | -0.1% | +376.5% | +274.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling