+182.3%
SW vs GFI
+1,235.9%
-1,053.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | -2.6% | +2.2% | -4.8% | -2.7% |
| 30D | +7.2% | +2.2% | +5.0% | +7.0% |
| 3M | -10.5% | -4.6% | -5.8% | -10.4% |
| 6M | +9.9% | -16.7% | +26.6% | +10.4% |
| YTD | +17.2% | -9.5% | +26.7% | +17.2% |
| 1Y | +26.5% | -6.8% | +33.3% | +26.2% |
| 3Y | +47.7% | +223.7% | -176.0% | +39.0% |
| 5Y | +0.2% | +321.8% | -321.6% | -7.3% |
| 10Y | +182.3% | +1,354.1% | -1,171.8% | +148.0% |
| All | +182.3% | +1,235.9% | -1,053.6% | +148.0% |
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