+183.3%
SW vs GPN
+47.4%
+135.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.8% | -1.9% | +3.7% | +2.2% |
| 30D | +7.0% | +18.9% | -11.9% | +2.3% |
| 3M | -7.6% | +13.8% | -21.5% | -10.9% |
| 6M | +8.5% | +42.3% | -33.7% | -0.9% |
| YTD | +17.7% | +27.6% | -9.9% | +9.6% |
| 1Y | +27.1% | +30.3% | -3.2% | +17.8% |
| 3Y | +48.2% | -5.8% | +54.0% | +44.6% |
| 5Y | -2.3% | -22.6% | +20.3% | -2.9% |
| 10Y | +183.3% | +42.6% | +140.8% | +162.2% |
| All | +183.3% | +47.4% | +135.9% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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