-21.2%
GIS vs SW
+147.8%
-169.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.7% | -2.5% |
| 7D | -7.8% | -5.1% | -2.8% | -7.7% |
| 30D | +6.6% | -4.6% | +11.2% | +6.7% |
| 3M | +21.0% | +9.4% | +11.6% | +20.6% |
| 6M | -9.1% | +3.5% | -12.6% | -9.3% |
| YTD | -13.6% | +22.0% | -35.6% | -14.3% |
| 1Y | -18.0% | +2.2% | -20.2% | -18.3% |
| 3Y | -33.7% | +19.6% | -53.3% | -34.5% |
| 5Y | -19.4% | -2.3% | -17.1% | -20.2% |
| All | -21.2% | +147.8% | -169.0% | -29.0% |
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