+11.7%
GS vs SWK
+82.9%
-71.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.6% | -3.8% | -5.5% |
| 7D | -6.3% | +11.3% | -17.6% | -9.5% |
| 30D | -3.1% | +28.1% | -31.2% | -10.7% |
| 3M | -17.7% | +12.6% | -30.2% | -20.9% |
| 6M | -4.6% | +51.7% | -56.3% | -17.8% |
| YTD | +0.3% | +60.0% | -59.7% | -16.0% |
| 1Y | +11.7% | +72.7% | -61.0% | -8.7% |
| All | +11.7% | +82.9% | -71.2% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling