+51.6%
SW vs GTLB
+22.8%
+28.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +12.1% | -9.7% | +21.7% | +13.1% |
| 30D | +6.6% | +1.7% | +4.9% | +6.2% |
| 3M | -6.0% | +43.6% | -49.6% | -9.8% |
| 6M | +21.5% | +113.0% | -91.5% | +11.4% |
| YTD | +20.3% | +39.5% | -19.2% | +15.6% |
| 1Y | +28.1% | +12.6% | +15.5% | +26.5% |
| All | +51.6% | +22.8% | +28.8% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling