+19.6%
SW vs GH
+361.0%
-341.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -4.6% | -1.1% | -3.5% | -4.5% |
| 3M | +9.4% | +21.3% | -11.9% | +6.4% |
| 6M | +3.5% | +73.5% | -70.0% | -4.0% |
| YTD | +22.0% | +58.0% | -36.0% | +14.1% |
| 1Y | +2.2% | +163.1% | -160.8% | -11.7% |
| All | +19.6% | +361.0% | -341.4% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling