+125.9%
GIS vs SW
+743.1%
-617.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.1% | +5.1% |
| 7D | +8.5% | +12.1% | -3.6% | +8.2% |
| 30D | +15.3% | +6.6% | +8.8% | +15.1% |
| 3M | +0.9% | -6.0% | +7.0% | +1.1% |
| 6M | +7.9% | +21.5% | -13.5% | +7.5% |
| YTD | -17.6% | +20.3% | -37.9% | -18.0% |
| 1Y | -17.4% | +28.1% | -45.5% | -17.8% |
| 3Y | -36.8% | +51.6% | -88.4% | -37.5% |
| 5Y | -29.8% | -0.1% | -29.6% | -30.3% |
| 10Y | -12.8% | +189.7% | -202.5% | -16.0% |
| All | +125.9% | +743.1% | -617.2% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling