+243.0%
GS vs SWKS
-25.5%
+268.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.5% | -0.8% |
| 7D | +0.9% | +12.5% | -11.6% | -2.0% |
| 30D | -1.6% | +10.5% | -12.1% | -4.1% |
| 3M | -4.5% | -7.4% | +2.9% | -3.1% |
| 6M | +20.9% | +32.7% | -11.8% | +10.1% |
| YTD | +19.9% | +19.2% | +0.7% | +12.1% |
| 1Y | +41.4% | +2.4% | +39.0% | +37.3% |
| All | +243.0% | -25.5% | +268.4% | +228.1% |
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