+179.5%
SW vs GNRC
+377.3%
-197.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.4% | -1.8% |
| 7D | -3.0% | +11.9% | -14.9% | -4.7% |
| 30D | +4.2% | -10.0% | +14.2% | +5.3% |
| 3M | -11.5% | -13.1% | +1.6% | -10.4% |
| 6M | +8.6% | -28.5% | +37.1% | +12.8% |
| YTD | +15.0% | +41.4% | -26.5% | +8.2% |
| 1Y | +25.7% | +18.8% | +6.9% | +20.8% |
| 3Y | +44.8% | +86.3% | -41.5% | +31.3% |
| 5Y | -1.7% | -56.8% | +55.1% | -2.0% |
| All | +179.5% | +377.3% | -197.8% | +96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling