-1.6%
SW vs GH
+35.2%
-36.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.0% | +7.5% | -0.7% |
| 7D | +4.7% | -17.2% | +21.9% | +6.4% |
| 30D | +5.0% | -10.1% | +15.1% | +5.9% |
| 3M | -7.3% | -6.0% | -1.4% | -7.1% |
| 6M | +15.0% | +71.4% | -56.4% | +8.8% |
| YTD | +18.5% | +50.2% | -31.7% | +13.0% |
| 1Y | +27.1% | +61.4% | -34.3% | +20.3% |
| 3Y | +49.3% | +435.2% | -385.8% | +23.1% |
| 5Y | -1.6% | +39.2% | -40.9% | -13.8% |
| All | -1.6% | +35.2% | -36.8% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling