+486.7%
GS vs SWKS
+33.1%
+453.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | -3.2% | -6.2% | +2.9% | -1.2% |
| 30D | -2.4% | -1.5% | -0.9% | -2.1% |
| 3M | -15.7% | +23.0% | -38.7% | -22.4% |
| 6M | -6.8% | +27.6% | -34.4% | -16.5% |
| YTD | -0.1% | +32.3% | -32.4% | -12.9% |
| 1Y | +12.1% | +20.1% | -8.0% | +1.1% |
| 3Y | +185.8% | +0.6% | +185.1% | +157.2% |
| 5Y | +140.1% | -42.3% | +182.4% | +157.7% |
| All | +486.7% | +33.1% | +453.6% | +346.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling