-0.8%
SWKS vs GEHC
+34.3%
-35.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.1% |
| 7D | -2.7% | +5.6% | -8.4% | -4.7% |
| 30D | +8.5% | +27.9% | -19.4% | -0.9% |
| 3M | +17.3% | +17.1% | +0.1% | +10.3% |
| 6M | +25.1% | +32.5% | -7.4% | +10.9% |
| YTD | +33.3% | +2.7% | +30.7% | +31.2% |
| 1Y | +22.9% | +15.3% | +7.6% | +14.4% |
| 3Y | +5.5% | +23.7% | -18.1% | -7.3% |
| All | -0.8% | +34.3% | -35.1% | -16.3% |
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