+57.7%
GEV vs SW
+1.0%
+56.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | -0.2% |
| 7D | +3.3% | -5.1% | +8.4% | +4.1% |
| 30D | -7.5% | -4.6% | -2.9% | -6.8% |
| 3M | -2.2% | +9.4% | -11.6% | -4.1% |
| 6M | +12.1% | +3.5% | +8.6% | +9.7% |
| YTD | +44.4% | +22.0% | +22.4% | +36.6% |
| 1Y | +57.7% | +2.2% | +55.5% | +46.6% |
| All | +57.7% | +1.0% | +56.7% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling