-36.9%
GIS vs SW
+39.0%
-76.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | +3.6% | +2.3% | +1.2% | +3.4% |
| 30D | +13.9% | +6.8% | +7.1% | +13.4% |
| 3M | +0.3% | -5.2% | +5.5% | +0.5% |
| 6M | +5.0% | +7.4% | -2.5% | +4.6% |
| YTD | -18.4% | +17.4% | -35.8% | -18.9% |
| 1Y | -17.4% | +27.1% | -44.5% | -18.1% |
| 3Y | -36.9% | +47.9% | -84.8% | -36.3% |
| All | -36.9% | +39.0% | -76.0% | -36.3% |
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