+16.5%
SWKS vs GH
+457.8%
-441.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.3% | +6.0% |
| 7D | +5.7% | -8.2% | +13.9% | +7.4% |
| 30D | +17.3% | -4.9% | +22.2% | +18.3% |
| 3M | +28.3% | -6.2% | +34.5% | +29.3% |
| 6M | +26.1% | +60.0% | -34.0% | +12.9% |
| YTD | +41.1% | +51.5% | -10.4% | +26.7% |
| 1Y | +31.4% | +58.4% | -27.0% | +16.7% |
| 3Y | +7.3% | +617.2% | -610.0% | -36.1% |
| 5Y | -37.7% | +47.0% | -84.7% | -52.1% |
| All | +16.5% | +457.8% | -441.3% | -28.8% |
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