+730.4%
SW vs GPN
+334.3%
+396.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | +4.7% | +10.8% | -6.1% | +2.6% |
| 30D | +5.0% | +16.1% | -11.1% | +2.0% |
| 3M | -7.3% | +8.9% | -16.2% | -9.0% |
| 6M | +15.0% | +37.6% | -22.7% | +8.2% |
| YTD | +18.5% | +23.9% | -5.4% | +13.1% |
| 1Y | +27.1% | +21.5% | +5.6% | +21.7% |
| 3Y | +49.3% | -13.7% | +63.0% | +48.8% |
| 5Y | -1.6% | -27.0% | +25.3% | -1.0% |
| 10Y | +185.4% | +42.4% | +142.9% | +167.1% |
| All | +730.4% | +334.3% | +396.1% | +647.4% |
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