+87.9%
GM vs SW
-2.3%
+90.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.6% |
| 7D | +1.9% | -5.1% | +7.0% | +3.0% |
| 30D | -1.4% | -4.6% | +3.2% | -0.5% |
| 3M | +5.9% | +9.4% | -3.5% | +3.9% |
| 6M | +12.4% | +3.5% | +8.9% | +11.0% |
| YTD | +8.6% | +22.0% | -13.4% | +4.0% |
| 1Y | +52.6% | +2.2% | +50.4% | +50.1% |
| 3Y | +169.7% | +19.6% | +150.1% | +156.4% |
| All | +87.9% | -2.3% | +90.3% | +78.0% |
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