-35.2%
GIS vs SW
+40.4%
-75.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.8% |
| 7D | +9.4% | +4.7% | +4.8% | +9.1% |
| 30D | +15.5% | +5.0% | +10.5% | +15.1% |
| 3M | +3.4% | -7.3% | +10.7% | +3.7% |
| 6M | +9.4% | +15.0% | -5.6% | +8.7% |
| YTD | -16.2% | +18.5% | -34.7% | -16.8% |
| 1Y | -16.0% | +27.1% | -43.1% | -16.7% |
| All | -35.2% | +40.4% | -75.6% | -34.6% |
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