-2.3%
SW vs GNRC
-57.0%
+54.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -2.9% | +7.9% | -10.8% | -4.3% |
| 30D | +5.0% | -3.7% | +8.7% | +5.1% |
| 3M | -13.7% | -11.9% | -1.7% | -12.6% |
| 6M | +8.0% | -28.6% | +36.6% | +13.0% |
| YTD | +14.0% | +39.9% | -25.9% | +6.2% |
| 1Y | +25.6% | +23.4% | +2.2% | +19.1% |
| 3Y | +40.1% | +84.2% | -44.1% | +25.3% |
| All | -2.3% | -57.0% | +54.7% | +1.5% |
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