+185.4%
SW vs GPC
+88.1%
+97.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.1% |
| 7D | +4.7% | +1.7% | +3.0% | +4.2% |
| 30D | +5.0% | -2.3% | +7.3% | +5.6% |
| 3M | -7.3% | -4.5% | -2.8% | -6.2% |
| 6M | +15.0% | +21.6% | -6.6% | +9.1% |
| YTD | +18.5% | +4.0% | +14.5% | +16.5% |
| 1Y | +27.1% | +3.5% | +23.6% | +25.2% |
| 3Y | +49.3% | +2.1% | +47.2% | +45.2% |
| 5Y | -1.6% | +5.5% | -7.1% | -5.2% |
| All | +185.4% | +88.1% | +97.3% | +142.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling