+258.9%
GE vs SW
+40.4%
+218.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.1% |
| 7D | +0.5% | +4.7% | -4.1% | -0.5% |
| 30D | +1.7% | +5.0% | -3.3% | +0.5% |
| 3M | -17.3% | -7.3% | -10.0% | -16.0% |
| 6M | +10.1% | +15.0% | -4.9% | +6.0% |
| YTD | +2.6% | +18.5% | -15.9% | -2.2% |
| 1Y | +3.7% | +27.1% | -23.4% | -2.5% |
| All | +258.9% | +40.4% | +218.5% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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