+206.3%
GS vs SWKS
+0.2%
+206.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +4.2% |
| 7D | +0.3% | -4.9% | +5.2% | +1.4% |
| 30D | +3.9% | -1.2% | +5.0% | +4.0% |
| 3M | -11.4% | +24.2% | -35.6% | -16.6% |
| 6M | +3.7% | +21.5% | -17.8% | -3.1% |
| YTD | +7.1% | +33.5% | -26.4% | -3.1% |
| 1Y | +19.7% | +18.9% | +0.7% | +11.8% |
| All | +206.3% | +0.2% | +206.1% | +163.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling