+492.6%
GEV vs SW
+9.2%
+483.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -9.8% | +2.3% | -12.1% | -10.4% |
| 30D | -22.3% | +6.8% | -29.1% | -23.9% |
| 3M | -22.6% | -5.2% | -17.4% | -21.8% |
| 6M | -30.7% | +7.4% | -38.2% | -33.2% |
| YTD | +18.7% | +17.4% | +1.3% | +8.7% |
| 1Y | +41.0% | +27.1% | +14.0% | +25.0% |
| All | +492.6% | +9.2% | +483.4% | +458.6% |
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 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