+61.0%
SW vs GH
+452.9%
-391.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.0% | +7.5% | -1.1% |
| 7D | +4.7% | -17.2% | +21.9% | +5.5% |
| 30D | +5.0% | -10.1% | +15.1% | +5.4% |
| 3M | -7.3% | -6.0% | -1.4% | -7.2% |
| 6M | +15.0% | +71.4% | -56.4% | +11.9% |
| YTD | +18.5% | +50.2% | -31.7% | +15.7% |
| 1Y | +27.1% | +61.4% | -34.3% | +23.7% |
| 3Y | +49.3% | +435.2% | -385.8% | +36.9% |
| 5Y | -1.6% | +39.2% | -40.9% | -10.9% |
| All | +61.0% | +452.9% | -391.9% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling