-17.4%
GIS vs SW
+29.5%
-46.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.1% | +4.5% |
| 7D | +8.5% | +12.1% | -3.6% | +6.6% |
| 30D | +15.3% | +6.6% | +8.8% | +14.1% |
| 3M | +0.9% | -6.0% | +7.0% | +1.5% |
| 6M | +7.9% | +21.5% | -13.5% | +5.2% |
| YTD | -17.6% | +20.3% | -37.9% | -20.5% |
| 1Y | -17.4% | +28.1% | -45.5% | -21.2% |
| All | -17.4% | +29.5% | -46.9% | -21.2% |
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