+222.5%
GWW vs SGI
+41.4%
+181.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +3.6% | -5.3% | +8.9% | +4.7% |
| 30D | +12.1% | -2.1% | +14.2% | +12.4% |
| 3M | +12.9% | -8.2% | +21.1% | +14.5% |
| 6M | +19.3% | -4.6% | +23.9% | +19.4% |
| YTD | +48.7% | -31.5% | +80.2% | +59.6% |
| 1Y | +60.5% | -30.8% | +91.3% | +71.8% |
| 3Y | +93.3% | +67.2% | +26.1% | +65.6% |
| All | +222.5% | +41.4% | +181.1% | +183.1% |
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