-25.2%
SWKS vs GEHC
+0.1%
-25.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.8% | +4.0% |
| 7D | +12.5% | -4.0% | +16.5% | +14.3% |
| 30D | +10.5% | -2.0% | +12.5% | +11.3% |
| 3M | -7.4% | +8.0% | -15.4% | -11.4% |
| 6M | +32.7% | -12.8% | +45.4% | +39.3% |
| YTD | +19.2% | -15.9% | +35.1% | +27.5% |
| 1Y | +2.4% | -6.9% | +9.3% | +3.4% |
| All | -25.2% | +0.1% | -25.4% | -32.0% |
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