+607.3%
GS vs SW
+743.1%
-135.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +3.2% |
| 7D | +0.3% | +12.1% | -11.7% | -0.6% |
| 30D | +3.9% | +6.6% | -2.7% | +3.3% |
| 3M | -11.4% | -6.0% | -5.4% | -11.1% |
| 6M | +3.7% | +21.5% | -17.8% | +1.9% |
| YTD | +7.1% | +20.3% | -13.2% | +5.2% |
| 1Y | +19.7% | +28.1% | -8.5% | +16.9% |
| 3Y | +202.8% | +51.6% | +151.2% | +192.7% |
| 5Y | +156.7% | -0.1% | +156.8% | +149.9% |
| 10Y | +548.7% | +189.7% | +359.0% | +500.7% |
| All | +607.3% | +743.1% | -135.7% | +572.6% |
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