-0.1%
SW vs GPC
+8.4%
-8.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.4% |
| 7D | +12.1% | +4.1% | +7.9% | +10.3% |
| 30D | +6.6% | +0.1% | +6.4% | +6.3% |
| 3M | -6.0% | -3.9% | -2.1% | -4.7% |
| 6M | +21.5% | +24.4% | -2.9% | +11.6% |
| YTD | +20.3% | +5.7% | +14.6% | +16.2% |
| 1Y | +28.1% | +6.8% | +21.4% | +23.4% |
| 3Y | +51.6% | +3.8% | +47.8% | +42.3% |
| 5Y | -0.1% | +9.2% | -9.3% | -9.4% |
| All | -0.1% | +8.4% | -8.5% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling