+654.3%
GS vs SWKS
+23.7%
+630.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.5% | -1.1% |
| 7D | +0.9% | +12.5% | -11.6% | -3.1% |
| 30D | -1.6% | +10.5% | -12.1% | -5.1% |
| 3M | -4.5% | -7.4% | +2.9% | -2.9% |
| 6M | +20.9% | +32.7% | -11.8% | +6.9% |
| YTD | +19.9% | +19.2% | +0.7% | +9.4% |
| 1Y | +41.4% | +2.4% | +39.0% | +35.2% |
| 3Y | +239.2% | -25.6% | +264.8% | +243.9% |
| 5Y | +185.0% | -53.4% | +238.5% | +233.9% |
| All | +654.3% | +23.7% | +630.6% | +466.9% |
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