+47.9%
SW vs GPN
-11.4%
+59.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.5% | -1.8% |
| 7D | +2.3% | +0.6% | +1.7% | +2.0% |
| 30D | +6.8% | +20.1% | -13.3% | -0.6% |
| 3M | -5.2% | +11.4% | -16.6% | -9.4% |
| 6M | +7.4% | +40.8% | -33.4% | -6.2% |
| YTD | +17.4% | +27.1% | -9.7% | +5.3% |
| 1Y | +27.1% | +29.2% | -2.1% | +13.3% |
| 3Y | +47.9% | -9.4% | +57.2% | +32.0% |
| All | +47.9% | -11.4% | +59.2% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling