+27.1%
SW vs FGI
+51.0%
-23.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +4.7% | -11.6% | +16.2% | +5.0% |
| 30D | +5.0% | -3.3% | +8.3% | +5.0% |
| 3M | -7.3% | +65.6% | -72.9% | -10.3% |
| 6M | +15.0% | -2.8% | +17.8% | +13.4% |
| YTD | +18.5% | +30.1% | -11.6% | +13.6% |
| 1Y | +27.1% | +50.2% | -23.0% | +14.2% |
| All | +27.1% | +51.0% | -23.8% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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