+743.1%
SW vs GPC
+419.8%
+323.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.8% |
| 7D | +12.1% | +4.1% | +7.9% | +11.3% |
| 30D | +6.6% | +0.1% | +6.4% | +6.5% |
| 3M | -6.0% | -3.9% | -2.1% | -5.4% |
| 6M | +21.5% | +24.4% | -2.9% | +17.1% |
| YTD | +20.3% | +5.7% | +14.6% | +18.8% |
| 1Y | +28.1% | +6.8% | +21.4% | +26.4% |
| 3Y | +51.6% | +3.8% | +47.8% | +48.9% |
| 5Y | -0.1% | +9.2% | -9.3% | -2.4% |
| 10Y | +189.7% | +93.8% | +96.0% | +164.4% |
| All | +743.1% | +419.8% | +323.2% | +756.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling