+2.7%
SW vs GFS
-22.3%
+25.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.9% | +8.4% | 0.0% |
| 7D | +4.7% | -20.7% | +25.4% | +8.2% |
| 30D | +5.0% | -25.2% | +30.2% | +9.4% |
| 3M | -7.3% | -26.3% | +19.0% | -3.6% |
| 6M | +15.0% | -50.7% | +65.7% | +26.5% |
| YTD | +18.5% | +4.5% | +14.0% | +14.4% |
| 1Y | +27.1% | +2.5% | +24.7% | +22.9% |
| 3Y | +49.3% | -30.9% | +80.2% | +47.5% |
| 5Y | -1.6% | -42.6% | +41.0% | -5.2% |
| All | +2.7% | -22.3% | +25.0% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling