+755.0%
SW vs GPC
+467.9%
+287.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.1% |
| 7D | -5.1% | +1.2% | -6.3% | -5.3% |
| 30D | -4.6% | +6.0% | -10.6% | -5.5% |
| 3M | +9.4% | +42.6% | -33.2% | +3.0% |
| 6M | +3.5% | +22.8% | -19.2% | -0.2% |
| YTD | +22.0% | +15.5% | +6.6% | +18.7% |
| 1Y | +2.2% | +2.0% | +0.2% | +1.2% |
| 3Y | +19.6% | -1.4% | +21.0% | +17.5% |
| 5Y | -2.3% | +30.6% | -32.9% | -6.8% |
| 10Y | +181.4% | +80.6% | +100.7% | +153.3% |
| All | +755.0% | +467.9% | +287.1% | +756.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded GPC 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling