+147.8%
SW vs GPC
+80.7%
+67.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.0% |
| 7D | -5.1% | +1.2% | -6.3% | -5.4% |
| 30D | -4.6% | +6.0% | -10.6% | -6.0% |
| 3M | +9.4% | +42.6% | -33.2% | -0.4% |
| 6M | +3.5% | +22.8% | -19.2% | -2.2% |
| YTD | +22.0% | +15.5% | +6.6% | +16.7% |
| 1Y | +2.2% | +2.0% | +0.2% | +0.6% |
| 3Y | +19.6% | -1.4% | +21.0% | +16.3% |
| 5Y | -2.3% | +30.6% | -32.9% | -10.2% |
| All | +147.8% | +80.7% | +67.0% | +109.5% |
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