+189.7%
SW vs CG
+339.2%
-149.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.5% | -0.4% | +2.9% |
| 7D | +12.1% | +9.4% | +2.6% | +9.5% |
| 30D | +6.6% | +8.7% | -2.2% | +4.3% |
| 3M | -6.0% | -15.0% | +9.0% | -2.2% |
| 6M | +21.5% | -13.2% | +34.7% | +25.6% |
| YTD | +20.3% | -26.2% | +46.5% | +28.8% |
| 1Y | +28.1% | -14.1% | +42.3% | +32.1% |
| 3Y | +51.6% | +59.2% | -7.6% | +36.3% |
| 5Y | -0.1% | -14.8% | +14.7% | -3.3% |
| 10Y | +189.7% | +325.9% | -136.2% | +110.4% |
| All | +189.7% | +339.2% | -149.4% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling