+47.9%
SW vs GFI
+210.4%
-162.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.5% | -1.3% |
| 7D | +2.3% | +19.0% | -16.7% | +0.3% |
| 30D | +6.8% | +11.8% | -5.0% | +5.3% |
| 3M | -5.2% | +7.3% | -12.5% | -6.3% |
| 6M | +7.4% | -13.3% | +20.7% | +7.8% |
| YTD | +17.4% | -5.6% | +23.0% | +16.6% |
| 1Y | +27.1% | +9.2% | +17.9% | +25.2% |
| 3Y | +47.9% | +213.7% | -165.9% | +28.7% |
| All | +47.9% | +210.4% | -162.5% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling