+147.8%
SW vs GFI
+976.6%
-828.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.4% |
| 7D | -5.1% | +3.1% | -8.2% | -5.3% |
| 30D | -4.6% | +27.1% | -31.7% | -6.0% |
| 3M | +9.4% | +21.2% | -11.8% | +7.9% |
| 6M | +3.5% | -4.5% | +8.0% | +3.2% |
| YTD | +22.0% | +11.7% | +10.3% | +20.6% |
| 1Y | +2.2% | +46.0% | -43.8% | -0.3% |
| 3Y | +19.6% | +309.6% | -290.0% | +10.4% |
| 5Y | -2.3% | +506.0% | -508.4% | -11.9% |
| All | +147.8% | +976.6% | -828.8% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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