+19.5%
SWKS vs GH
+446.7%
-427.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | +9.4% | +0.6% | +8.9% | +9.3% |
| 30D | +17.0% | -6.9% | +23.9% | +18.5% |
| 3M | +28.9% | -4.9% | +33.8% | +29.6% |
| 6M | +33.1% | +54.1% | -20.9% | +20.3% |
| YTD | +44.8% | +48.5% | -3.7% | +30.5% |
| 1Y | +36.2% | +61.2% | -24.9% | +20.5% |
| 3Y | +11.5% | +570.3% | -558.9% | -32.6% |
| 5Y | -37.1% | +46.1% | -83.2% | -51.6% |
| All | +19.5% | +446.7% | -427.1% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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