+2.5%
SW vs GPN
-19.6%
+22.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -0.9% |
| 7D | +2.2% | +3.7% | -1.5% | +0.9% |
| 30D | +7.4% | +23.6% | -16.2% | -0.3% |
| 3M | -5.9% | +18.3% | -24.2% | -11.6% |
| 6M | +9.0% | +47.8% | -38.8% | -5.2% |
| YTD | +18.1% | +32.6% | -14.4% | +5.5% |
| 1Y | +28.7% | +36.0% | -7.3% | +14.0% |
| 3Y | +48.8% | -3.9% | +52.6% | +41.8% |
| 5Y | +2.5% | -19.4% | +21.8% | -4.1% |
| All | +2.5% | -19.6% | +22.0% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling