+755.0%
SW vs GFI
+615.7%
+139.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.3% |
| 7D | -5.1% | +3.1% | -8.2% | -5.2% |
| 30D | -4.6% | +27.1% | -31.7% | -5.4% |
| 3M | +9.4% | +21.2% | -11.8% | +8.6% |
| 6M | +3.5% | -4.5% | +8.0% | +3.3% |
| YTD | +22.0% | +11.7% | +10.3% | +21.3% |
| 1Y | +2.2% | +46.0% | -43.8% | +0.8% |
| 3Y | +19.6% | +309.6% | -290.0% | +14.5% |
| 5Y | -2.3% | +506.0% | -508.4% | -7.6% |
| 10Y | +181.4% | +1,009.2% | -827.8% | +161.0% |
| All | +755.0% | +615.7% | +139.3% | +683.0% |
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 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