+15.0%
SW vs GTLB
+97.3%
-82.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +4.9% | -1.2% |
| 7D | +4.7% | -13.5% | +18.2% | +5.3% |
| 30D | +5.0% | -5.1% | +10.1% | +4.8% |
| 3M | -7.3% | +35.5% | -42.8% | -9.4% |
| 6M | +15.0% | +97.2% | -82.2% | +13.0% |
| All | +15.0% | +97.3% | -82.3% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling