+5.7%
SW vs GFS
-3.7%
+9.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +1.0% |
| 7D | -5.1% | +1.0% | -6.1% | -5.2% |
| 30D | -4.6% | -8.6% | +4.0% | -3.3% |
| 3M | +9.4% | -46.5% | +55.9% | +20.4% |
| 6M | +3.5% | -4.8% | +8.3% | +2.5% |
| YTD | +22.0% | +29.7% | -7.6% | +14.7% |
| 1Y | +2.2% | +35.8% | -33.6% | -5.0% |
| 3Y | +19.6% | -18.3% | +37.9% | +15.6% |
| All | +5.7% | -3.7% | +9.4% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling