+183.3%
SW vs GNRC
+404.1%
-220.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.5% | -0.8% |
| 7D | +1.8% | -6.6% | +8.4% | +2.6% |
| 30D | +7.0% | -16.1% | +23.1% | +9.4% |
| 3M | -7.6% | -11.1% | +3.4% | -6.8% |
| 6M | +8.5% | -29.9% | +38.5% | +13.1% |
| YTD | +17.7% | +38.4% | -20.7% | +11.2% |
| 1Y | +27.1% | +21.5% | +5.5% | +21.9% |
| 3Y | +48.2% | +83.5% | -35.3% | +34.8% |
| 5Y | -2.3% | -57.1% | +54.7% | -2.4% |
| 10Y | +183.3% | +372.1% | -188.8% | +103.4% |
| All | +183.3% | +404.1% | -220.8% | +103.4% |
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