+19.6%
SW vs GTLB
+0.5%
+19.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | -5.1% | +11.1% | -16.1% | -6.2% |
| 30D | -4.6% | +37.8% | -42.4% | -7.9% |
| 3M | +9.4% | +61.6% | -52.2% | +3.7% |
| 6M | +3.5% | +98.9% | -95.4% | -4.5% |
| YTD | +22.0% | +32.8% | -10.7% | +17.9% |
| 1Y | +2.2% | +14.7% | -12.4% | +0.1% |
| All | +19.6% | +0.5% | +19.1% | +10.0% |
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