+51.6%
SW vs FGI
+2.3%
+49.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.0% | +9.1% | +4.1% |
| 7D | +12.1% | +3.3% | +8.7% | +12.0% |
| 30D | +6.6% | -2.0% | +8.6% | +6.6% |
| 3M | -6.0% | +60.3% | -66.3% | -7.5% |
| 6M | +21.5% | +0.7% | +20.7% | +20.1% |
| YTD | +20.3% | +30.2% | -9.8% | +18.0% |
| 1Y | +28.1% | +44.4% | -16.2% | +25.7% |
| All | +51.6% | +2.3% | +49.2% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling