-2.6%
SW vs GFS
-38.3%
+35.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.2% | -1.9% |
| 7D | +2.3% | -7.8% | +10.1% | +3.4% |
| 30D | +6.8% | -19.7% | +26.4% | +10.0% |
| 3M | -5.2% | -23.1% | +17.9% | -2.0% |
| 6M | +7.4% | -46.4% | +53.8% | +16.8% |
| YTD | +17.4% | +11.0% | +6.4% | +12.1% |
| 1Y | +27.1% | +12.6% | +14.4% | +20.9% |
| 3Y | +47.9% | -24.9% | +72.8% | +44.1% |
| All | -2.6% | -38.3% | +35.7% | -7.1% |
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 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