+1.3%
SWKS vs GEHC
+22.7%
-21.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -3.1% | +3.7% | -6.9% | -4.6% |
| 30D | +8.3% | +27.3% | -19.0% | -1.3% |
| 3M | +20.2% | +14.7% | +5.5% | +13.8% |
| 6M | +24.9% | +31.9% | -7.0% | +10.2% |
| YTD | +33.2% | +2.2% | +31.0% | +32.0% |
| 1Y | +23.6% | +14.1% | +9.5% | +15.3% |
| 3Y | +1.3% | +21.0% | -19.7% | -12.5% |
| All | +1.3% | +22.7% | -21.4% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling