-22.5%
GIS vs SW
+22.9%
-45.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.7% |
| 7D | -3.4% | -3.9% | +0.6% | -2.7% |
| 30D | +6.9% | +3.9% | +3.0% | +6.3% |
| 3M | -10.1% | -14.6% | +4.4% | -8.3% |
| 6M | +5.9% | +6.9% | -1.0% | +5.1% |
| YTD | -21.1% | +12.8% | -33.9% | -23.2% |
| 1Y | -22.5% | +24.3% | -46.8% | -25.7% |
| All | -22.5% | +22.9% | -45.3% | -25.7% |
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