+620.0%
SW vs GNRC
+1,911.8%
-1,291.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.0% | +7.5% | -0.5% |
| 7D | +4.7% | -15.3% | +19.9% | +6.4% |
| 30D | +5.0% | -22.9% | +27.9% | +7.7% |
| 3M | -7.3% | -20.7% | +13.4% | -5.5% |
| 6M | +15.0% | -34.6% | +49.6% | +19.5% |
| YTD | +18.5% | +26.4% | -7.9% | +15.0% |
| 1Y | +27.1% | +8.3% | +18.9% | +25.1% |
| 3Y | +49.3% | +64.2% | -14.9% | +41.3% |
| 5Y | -1.6% | -61.1% | +59.5% | -1.0% |
| 10Y | +185.4% | +363.4% | -178.0% | +144.5% |
| All | +620.0% | +1,911.8% | -1,291.8% | +498.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling