-1.6%
SWKS vs GH
+481.7%
-483.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.5% |
| 7D | +12.5% | -0.1% | +12.6% | +12.5% |
| 30D | +10.5% | -1.1% | +11.6% | +10.6% |
| 3M | -7.4% | +21.3% | -28.7% | -11.6% |
| 6M | +32.7% | +73.5% | -40.9% | +16.8% |
| YTD | +19.2% | +58.0% | -38.9% | +6.5% |
| 1Y | +2.4% | +163.1% | -160.7% | -19.0% |
| 3Y | -25.6% | +361.0% | -386.7% | -51.2% |
| 5Y | -53.4% | +22.5% | -76.0% | -62.7% |
| All | -1.6% | +481.7% | -483.3% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling