+28.2%
SW vs GFI
+5.2%
+23.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.8% | -4.5% | -0.7% |
| 7D | +1.8% | +18.0% | -16.2% | -1.5% |
| 30D | +7.0% | +11.5% | -4.4% | +4.5% |
| 3M | -7.6% | +2.8% | -10.5% | -8.8% |
| 6M | +8.5% | -6.4% | +15.0% | +7.8% |
| YTD | +17.7% | -1.1% | +18.7% | +13.8% |
| All | +28.2% | +5.2% | +23.0% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling