+185.7%
GS vs SWKS
-53.5%
+239.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.5% | -0.9% |
| 7D | +0.9% | +12.5% | -11.6% | -2.5% |
| 30D | -1.6% | +10.5% | -12.1% | -4.5% |
| 3M | -4.5% | -7.4% | +2.9% | -3.0% |
| 6M | +20.9% | +32.7% | -11.8% | +8.7% |
| YTD | +19.9% | +19.2% | +0.7% | +10.9% |
| 1Y | +41.4% | +2.4% | +39.0% | +36.4% |
| 3Y | +239.2% | -25.6% | +264.8% | +241.5% |
| All | +185.7% | -53.5% | +239.2% | +238.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling