+59.3%
GM vs SW
-1.6%
+60.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.8% | -3.0% |
| 7D | +4.2% | +4.7% | -0.4% | +3.3% |
| 30D | +8.9% | +5.0% | +3.9% | +7.8% |
| 3M | +0.4% | -7.3% | +7.7% | +1.9% |
| 6M | +17.8% | +15.0% | +2.8% | +14.3% |
| YTD | +10.6% | +18.5% | -7.9% | +6.4% |
| 1Y | +31.0% | +27.1% | +3.9% | +24.4% |
| 3Y | +209.2% | +49.3% | +159.9% | +186.8% |
| 5Y | +59.3% | -1.6% | +60.9% | +47.7% |
| All | +59.3% | -1.6% | +60.9% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling