+233.4%
GM vs SW
+147.8%
+85.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.6% |
| 7D | +1.9% | -5.1% | +7.0% | +2.8% |
| 30D | -1.4% | -4.6% | +3.2% | -0.7% |
| 3M | +5.9% | +9.4% | -3.5% | +4.2% |
| 6M | +12.4% | +3.5% | +8.9% | +11.3% |
| YTD | +8.6% | +22.0% | -13.4% | +4.9% |
| 1Y | +52.6% | +2.2% | +50.4% | +50.7% |
| 3Y | +169.7% | +19.6% | +150.1% | +157.8% |
| 5Y | +87.5% | -2.3% | +89.9% | +78.2% |
| All | +233.4% | +147.8% | +85.6% | +181.1% |
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