+534.9%
GEV vs SW
+9.4%
+525.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.9% | +7.1% |
| 7D | -3.8% | +1.8% | -5.6% | -4.4% |
| 30D | -17.4% | +7.0% | -24.4% | -19.2% |
| 3M | -16.2% | -7.6% | -8.6% | -14.7% |
| 6M | -20.2% | +8.5% | -28.7% | -23.3% |
| YTD | +27.2% | +17.7% | +9.5% | +16.4% |
| 1Y | +44.6% | +27.1% | +17.5% | +28.2% |
| All | +534.9% | +9.4% | +525.5% | +498.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling