+141.0%
GS vs SWKS
-44.4%
+185.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.3% | -5.8% |
| 7D | -6.3% | -9.2% | +2.9% | -3.9% |
| 30D | -3.1% | -1.9% | -1.2% | -2.8% |
| 3M | -17.7% | +21.2% | -38.9% | -22.8% |
| 6M | -4.6% | +12.9% | -17.4% | -9.9% |
| YTD | +0.3% | +30.7% | -30.4% | -10.3% |
| 1Y | +11.7% | +14.1% | -2.4% | +4.2% |
| 3Y | +183.6% | -1.7% | +185.3% | +158.8% |
| 5Y | +141.0% | -43.0% | +184.0% | +147.3% |
| All | +141.0% | -44.4% | +185.4% | +147.3% |
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