+189.7%
SW vs GD
+202.0%
-12.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.6% | +6.6% | +4.8% |
| 7D | +12.1% | +3.0% | +9.1% | +11.1% |
| 30D | +6.6% | +10.5% | -4.0% | +3.5% |
| 3M | -6.0% | -5.0% | -1.1% | -4.7% |
| 6M | +21.5% | +5.5% | +16.0% | +19.5% |
| YTD | +20.3% | +10.3% | +10.0% | +16.5% |
| 1Y | +28.1% | +8.2% | +20.0% | +24.8% |
| 3Y | +51.6% | +59.0% | -7.4% | +32.7% |
| 5Y | -0.1% | +104.3% | -104.4% | -19.3% |
| 10Y | +189.7% | +202.4% | -12.7% | +118.9% |
| All | +189.7% | +202.0% | -12.3% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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