+28.2%
SW vs GFS
+17.0%
+11.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.7% | -0.5% |
| 7D | +1.8% | -3.1% | +5.0% | +2.1% |
| 30D | +7.0% | -16.0% | +23.0% | +9.5% |
| 3M | -7.6% | -24.7% | +17.1% | -3.9% |
| 6M | +8.5% | -45.1% | +53.7% | +18.7% |
| YTD | +17.7% | +16.5% | +1.2% | +5.8% |
| All | +28.2% | +17.0% | +11.2% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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