+38.0%
GEV vs SW
+25.8%
+12.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.5% | -6.0% | -7.3% |
| 7D | -13.2% | +4.7% | -17.9% | -13.8% |
| 30D | -25.1% | +5.0% | -30.1% | -25.6% |
| 3M | -24.3% | -7.3% | -16.9% | -23.6% |
| 6M | -29.6% | +15.0% | -44.6% | -31.5% |
| YTD | +18.2% | +18.5% | -0.3% | +11.8% |
| 1Y | +38.0% | +27.1% | +10.9% | +23.6% |
| All | +38.0% | +25.8% | +12.2% | +23.6% |
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