+27.1%
SW vs GPC
+5.2%
+22.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -0.6% |
| 7D | +4.7% | +1.7% | +3.0% | +3.7% |
| 30D | +5.0% | -2.3% | +7.3% | +6.1% |
| 3M | -7.3% | -4.5% | -2.8% | -5.1% |
| 6M | +15.0% | +21.6% | -6.6% | +1.1% |
| YTD | +18.5% | +4.0% | +14.5% | +0.7% |
| 1Y | +27.1% | +3.5% | +23.6% | +6.4% |
| All | +27.1% | +5.2% | +22.0% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling