+7.7%
SWKS vs GEHC
+32.6%
-24.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | +9.4% | +0.8% | +8.7% | +9.1% |
| 30D | +17.0% | +21.3% | -4.3% | +8.8% |
| 3M | +28.9% | +12.6% | +16.4% | +23.0% |
| 6M | +33.1% | +34.3% | -1.2% | +17.3% |
| YTD | +44.8% | +1.4% | +43.4% | +43.0% |
| 1Y | +36.2% | +12.5% | +23.8% | +28.0% |
| 3Y | +11.5% | +19.2% | -7.7% | -1.0% |
| All | +7.7% | +32.6% | -24.9% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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