+222.6%
GWW vs SGI
+56.1%
+166.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.4% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | -1.4% | +5.5% | -7.0% | -2.7% |
| 3M | -3.6% | -3.6% | 0.0% | -3.2% |
| 6M | +15.1% | -15.0% | +30.1% | +18.2% |
| YTD | +27.5% | -23.0% | +50.5% | +33.7% |
| 1Y | +29.6% | -18.4% | +48.0% | +33.7% |
| 3Y | +90.1% | +57.8% | +32.3% | +65.6% |
| 5Y | +222.6% | +51.5% | +171.2% | +176.1% |
| All | +222.6% | +56.1% | +166.5% | +176.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling