+56.9%
GNRC vs BBWI
-48.6%
+105.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.2% |
| 7D | -0.7% | -8.0% | +7.3% | +1.2% |
| 30D | -15.8% | -6.6% | -9.2% | -14.9% |
| 3M | -24.0% | -2.7% | -21.3% | -24.4% |
| 6M | -13.8% | -12.8% | -1.0% | -12.6% |
| YTD | +33.2% | -10.5% | +43.7% | +33.5% |
| 1Y | -1.8% | -35.3% | +33.5% | +6.9% |
| All | +56.9% | -48.6% | +105.5% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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