-0.4%
SW vs GTLB
-47.1%
+46.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 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% | -4.7% |
| YTD | +22.0% | +32.8% | -10.7% | +17.1% |
| 1Y | +2.2% | +14.7% | -12.4% | -0.8% |
| 3Y | +19.6% | +1.3% | +18.2% | +14.3% |
| All | -0.4% | -47.1% | +46.7% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling