-6.2%
SW vs GTLB
-49.8%
+43.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -3.0% | -3.5% | +0.5% | -2.6% |
| 30D | +4.2% | -9.0% | +13.2% | +5.0% |
| 3M | -11.5% | +15.9% | -27.4% | -13.2% |
| 6M | +8.6% | +104.9% | -96.2% | -0.1% |
| YTD | +15.0% | +26.0% | -11.0% | +10.6% |
| 1Y | +25.7% | +1.8% | +23.9% | +23.6% |
| 3Y | +44.8% | +6.0% | +38.8% | +37.7% |
| 5Y | -1.7% | -62.2% | +60.4% | -8.2% |
| All | -6.2% | -49.8% | +43.7% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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