+224.4%
GM vs SW
+182.7%
+41.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | -1.4% | +2.3% | -3.7% | -1.8% |
| 30D | +6.4% | +6.8% | -0.4% | +5.2% |
| 3M | -0.7% | -5.2% | +4.5% | +0.1% |
| 6M | +9.9% | +7.4% | +2.5% | +8.5% |
| YTD | +6.7% | +17.4% | -10.7% | +3.5% |
| 1Y | +26.2% | +27.1% | -0.9% | +21.1% |
| 3Y | +205.0% | +47.9% | +157.2% | +185.3% |
| 5Y | +53.6% | -2.6% | +56.2% | +46.4% |
| All | +224.4% | +182.7% | +41.7% | +174.2% |
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