+185.7%
GS vs SWK
-38.7%
+224.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +0.9% | -0.4% | +1.4% | +1.1% |
| 30D | -1.6% | -5.7% | +4.1% | +0.4% |
| 3M | -4.5% | +24.1% | -28.5% | -12.0% |
| 6M | +20.9% | +24.7% | -3.8% | +10.8% |
| YTD | +19.9% | +33.9% | -14.1% | +6.8% |
| 1Y | +41.4% | +34.7% | +6.7% | +24.9% |
| 3Y | +239.2% | +15.3% | +223.9% | +204.1% |
| All | +185.7% | -38.7% | +224.5% | +210.4% |
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