+28.1%
SW vs GNRC
+17.5%
+10.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.5% | +13.6% | +6.4% |
| 7D | +12.1% | -6.0% | +18.0% | +13.3% |
| 30D | +6.6% | -12.0% | +18.6% | +9.4% |
| 3M | -6.0% | -13.4% | +7.4% | -3.4% |
| 6M | +21.5% | -26.4% | +47.8% | +30.3% |
| YTD | +20.3% | +38.8% | -18.5% | +3.2% |
| 1Y | +28.1% | +20.9% | +7.2% | +13.8% |
| All | +28.1% | +17.5% | +10.6% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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