+7.2%
SW vs FGI
-70.3%
+77.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +4.7% | -11.6% | +16.2% | +4.8% |
| 30D | +5.0% | -3.3% | +8.3% | +5.0% |
| 3M | -7.3% | +65.6% | -72.9% | -8.7% |
| 6M | +15.0% | -2.8% | +17.8% | +13.9% |
| YTD | +18.5% | +30.1% | -11.6% | +16.5% |
| 1Y | +27.1% | +50.2% | -23.0% | +25.0% |
| 3Y | +49.3% | -0.4% | +49.7% | +47.6% |
| All | +7.2% | -70.3% | +77.5% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling