+156.7%
GS vs SWK
-24.2%
+180.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +13.1% | -9.5% | -0.9% |
| 7D | +0.3% | +17.9% | -17.6% | -5.4% |
| 30D | +3.9% | +31.9% | -28.1% | -5.9% |
| 3M | -11.4% | +16.6% | -28.0% | -16.4% |
| 6M | +3.7% | +61.1% | -57.4% | -13.1% |
| YTD | +7.1% | +64.2% | -57.1% | -11.4% |
| 1Y | +19.7% | +85.2% | -65.6% | -5.3% |
| 3Y | +202.8% | +50.2% | +152.6% | +147.2% |
| 5Y | +156.7% | -22.8% | +179.5% | +159.4% |
| All | +156.7% | -24.2% | +180.9% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling