+722.5%
SW vs GFI
+504.9%
+217.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.5% | -1.1% |
| 7D | +2.3% | +19.0% | -16.7% | +1.7% |
| 30D | +6.8% | +11.8% | -5.0% | +6.3% |
| 3M | -5.2% | +7.3% | -12.5% | -5.5% |
| 6M | +7.4% | -13.3% | +20.7% | +7.6% |
| YTD | +17.4% | -5.6% | +23.0% | +17.2% |
| 1Y | +27.1% | +9.2% | +17.9% | +26.4% |
| 3Y | +47.9% | +213.7% | -165.9% | +42.6% |
| 5Y | -2.6% | +395.5% | -398.1% | -7.3% |
| 10Y | +182.7% | +1,132.8% | -950.1% | +162.9% |
| All | +722.5% | +504.9% | +217.7% | +656.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling