+691.6%
GS vs SW
+755.0%
-63.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +0.9% | -5.1% | +6.0% | +1.4% |
| 30D | -1.6% | -4.6% | +3.0% | -1.2% |
| 3M | -4.5% | +9.4% | -13.9% | -5.3% |
| 6M | +20.9% | +3.5% | +17.4% | +20.2% |
| YTD | +19.9% | +22.0% | -2.1% | +17.6% |
| 1Y | +41.4% | +2.2% | +39.2% | +40.4% |
| 3Y | +239.2% | +19.6% | +219.6% | +231.7% |
| 5Y | +185.0% | -2.3% | +187.4% | +177.7% |
| 10Y | +655.0% | +181.4% | +473.6% | +598.9% |
| All | +691.6% | +755.0% | -63.4% | +652.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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