+0.6%
SWKS vs GEHC
+15.6%
-14.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.8% |
| 7D | -6.2% | +7.6% | -13.7% | -8.9% |
| 30D | -1.5% | +27.5% | -28.9% | -10.4% |
| 3M | +23.0% | +17.2% | +5.7% | +15.3% |
| 6M | +27.6% | +33.6% | -6.0% | +11.6% |
| YTD | +32.3% | +0.6% | +31.7% | +31.9% |
| 1Y | +20.1% | +11.3% | +8.8% | +13.2% |
| 3Y | +0.6% | +16.5% | -15.8% | -12.9% |
| All | +0.6% | +15.6% | -14.9% | -12.9% |
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