+28.2%
SW vs GNRC
+19.5%
+8.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.5% | -1.4% |
| 7D | +1.8% | -6.6% | +8.4% | +3.0% |
| 30D | +7.0% | -16.1% | +23.1% | +11.2% |
| 3M | -7.6% | -11.1% | +3.4% | -6.0% |
| 6M | +8.5% | -29.9% | +38.5% | +18.2% |
| YTD | +17.7% | +38.4% | -20.7% | +0.5% |
| All | +28.2% | +19.5% | +8.7% | +13.6% |
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