+28.2%
SW vs GTLB
+3.0%
+25.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.2% |
| 7D | +1.8% | -9.6% | +11.4% | +1.7% |
| 30D | +7.0% | -14.5% | +21.5% | +6.8% |
| 3M | -7.6% | +20.9% | -28.6% | -7.5% |
| 6M | +8.5% | +81.4% | -72.8% | +10.8% |
| YTD | +17.7% | +25.6% | -7.9% | +16.2% |
| All | +28.2% | +3.0% | +25.2% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling