+49.3%
SW vs GNRC
+65.0%
-15.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.0% | +7.5% | +0.9% |
| 7D | +4.7% | -15.3% | +19.9% | +9.0% |
| 30D | +5.0% | -22.9% | +27.9% | +12.0% |
| 3M | -7.3% | -20.7% | +13.4% | -2.6% |
| 6M | +15.0% | -34.6% | +49.6% | +27.1% |
| YTD | +18.5% | +26.4% | -7.9% | +5.4% |
| 1Y | +27.1% | +8.3% | +18.9% | +17.9% |
| All | +49.3% | +65.0% | -15.7% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling