+2,064.0%
GS vs SWK
+535.0%
+1,529.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | +0.9% | -0.4% | +1.4% | +1.2% |
| 30D | -1.6% | -5.7% | +4.1% | +1.5% |
| 3M | -4.5% | +24.1% | -28.5% | -15.9% |
| 6M | +20.9% | +24.7% | -3.8% | +5.4% |
| YTD | +19.9% | +33.9% | -14.1% | -0.1% |
| 1Y | +41.4% | +34.7% | +6.7% | +16.0% |
| 3Y | +239.2% | +15.3% | +223.9% | +184.0% |
| 5Y | +185.0% | -39.3% | +224.3% | +223.8% |
| 10Y | +655.0% | +2.5% | +652.5% | +473.6% |
| All | +2,064.0% | +535.0% | +1,529.0% | +406.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling