+59.5%
SW vs GH
+443.7%
-384.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.9% |
| 7D | +2.3% | -15.6% | +17.9% | +3.1% |
| 30D | +6.8% | -10.4% | +17.2% | +7.2% |
| 3M | -5.2% | -4.3% | -0.9% | -5.1% |
| 6M | +7.4% | +63.5% | -56.1% | +4.7% |
| YTD | +17.4% | +47.7% | -30.3% | +14.7% |
| 1Y | +27.1% | +56.7% | -29.7% | +23.9% |
| 3Y | +47.9% | +443.9% | -396.0% | +35.7% |
| 5Y | -2.6% | +36.9% | -39.5% | -11.6% |
| All | +59.5% | +443.7% | -384.2% | +39.9% |
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