-2.3%
SW vs GNRC
-58.7%
+56.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.8% |
| 7D | -5.1% | +1.9% | -7.0% | -5.4% |
| 30D | -4.6% | -13.8% | +9.2% | -2.1% |
| 3M | +9.4% | -32.6% | +42.0% | +16.7% |
| 6M | +3.5% | -15.2% | +18.7% | +5.8% |
| YTD | +22.0% | +37.4% | -15.4% | +15.5% |
| 1Y | +2.2% | +5.1% | -2.9% | +0.4% |
| 3Y | +19.6% | +57.5% | -37.9% | +9.9% |
| All | -2.3% | -58.7% | +56.4% | -8.1% |
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