+26.3%
GWW vs SGI
-21.7%
+48.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.1% |
| 7D | -3.1% | -4.9% | +1.8% | -2.4% |
| 30D | -2.3% | +1.6% | -3.9% | -2.6% |
| 3M | -3.3% | -3.2% | -0.1% | -2.8% |
| 6M | +15.4% | -16.0% | +31.4% | +18.3% |
| YTD | +26.7% | -25.4% | +52.2% | +33.8% |
| All | +26.3% | -21.7% | +48.1% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling