+755.0%
SW vs GPC
+467.9%
+287.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | -4.6% | +5.1% | -9.7% | -5.4% |
| 3M | +9.4% | +41.5% | -32.1% | +3.1% |
| 6M | +3.5% | +21.8% | -18.3% | -0.1% |
| YTD | +22.0% | +14.6% | +7.5% | +18.8% |
| 1Y | +2.2% | +1.3% | +1.0% | +1.3% |
| 3Y | +19.6% | -1.4% | +21.0% | +17.5% |
| 5Y | -2.3% | +30.6% | -32.9% | -6.7% |
| 10Y | +181.4% | +80.6% | +100.7% | +153.3% |
| All | +755.0% | +467.9% | +287.1% | +756.3% |
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