+2.5%
SW vs GH
+46.0%
-43.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | +2.2% | -11.2% | +13.4% | +3.2% |
| 30D | +7.4% | -7.2% | +14.7% | +8.0% |
| 3M | -5.9% | -7.1% | +1.2% | -5.6% |
| 6M | +9.0% | +62.3% | -53.4% | +3.6% |
| YTD | +18.1% | +52.1% | -34.0% | +12.5% |
| 1Y | +28.7% | +58.6% | -30.0% | +22.0% |
| 3Y | +48.8% | +619.9% | -571.1% | +20.6% |
| 5Y | +2.5% | +49.7% | -47.3% | -11.4% |
| All | +2.5% | +46.0% | -43.6% | -11.4% |
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