+730.4%
SW vs GFI
+484.2%
+246.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -1.6% |
| 7D | +4.7% | +7.7% | -3.1% | +4.4% |
| 30D | +5.0% | +4.6% | +0.4% | +4.8% |
| 3M | -7.3% | +3.8% | -11.1% | -7.5% |
| 6M | +15.0% | -7.3% | +22.3% | +15.0% |
| YTD | +18.5% | -8.8% | +27.3% | +18.5% |
| 1Y | +27.1% | +4.3% | +22.8% | +26.6% |
| 3Y | +49.3% | +197.8% | -148.5% | +44.2% |
| 5Y | -1.6% | +378.6% | -380.2% | -6.3% |
| 10Y | +185.4% | +1,090.6% | -905.2% | +165.7% |
| All | +730.4% | +484.2% | +246.2% | +665.0% |
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