+755.0%
SW vs GPN
+321.9%
+433.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.1% |
| 7D | -5.1% | +0.8% | -5.9% | -5.2% |
| 30D | -4.6% | +5.8% | -10.4% | -5.6% |
| 3M | +9.4% | +37.0% | -27.6% | +3.3% |
| 6M | +3.5% | +20.1% | -16.6% | -0.2% |
| YTD | +22.0% | +20.4% | +1.6% | +17.3% |
| 1Y | +2.2% | +7.4% | -5.2% | +0.2% |
| 3Y | +19.6% | -26.1% | +45.7% | +22.1% |
| 5Y | -2.3% | -38.5% | +36.2% | +0.3% |
| 10Y | +181.4% | +28.4% | +153.0% | +166.8% |
| All | +755.0% | +321.9% | +433.1% | +675.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling