+2.5%
SW vs GNRC
-58.4%
+60.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +1.0% |
| 7D | +2.2% | -13.1% | +15.3% | +4.4% |
| 30D | +7.4% | -19.2% | +26.6% | +10.9% |
| 3M | -5.9% | -11.8% | +5.9% | -4.8% |
| 6M | +9.0% | -32.5% | +41.5% | +15.2% |
| YTD | +18.1% | +33.3% | -15.2% | +11.0% |
| 1Y | +28.7% | +16.0% | +12.6% | +23.3% |
| 3Y | +48.8% | +75.5% | -26.8% | +34.2% |
| 5Y | +2.5% | -58.7% | +61.2% | +6.8% |
| All | +2.5% | -58.4% | +60.9% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling