+183.3%
SW vs GFI
+1,104.9%
-921.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.5% | 0.0% |
| 7D | +1.8% | +18.0% | -16.2% | +0.9% |
| 30D | +7.0% | +11.5% | -4.4% | +6.3% |
| 3M | -7.6% | +2.8% | -10.5% | -7.9% |
| 6M | +8.5% | -6.4% | +15.0% | +8.5% |
| YTD | +17.7% | -1.1% | +18.7% | +17.0% |
| 1Y | +27.1% | +10.8% | +16.3% | +25.8% |
| 3Y | +48.2% | +248.8% | -200.6% | +39.0% |
| 5Y | -2.3% | +407.7% | -410.1% | -10.2% |
| 10Y | +183.3% | +1,213.7% | -1,030.4% | +149.9% |
| All | +183.3% | +1,104.9% | -921.6% | +149.9% |
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