-58.6%
GNRC vs BBWI
-69.2%
+10.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.1% |
| 7D | -0.7% | -8.0% | +7.3% | +1.9% |
| 30D | -15.8% | -6.6% | -9.2% | -14.5% |
| 3M | -24.0% | -2.7% | -21.3% | -24.6% |
| 6M | -13.8% | -12.8% | -1.0% | -12.5% |
| YTD | +33.2% | -10.5% | +43.7% | +32.9% |
| 1Y | -1.8% | -35.3% | +33.5% | +8.6% |
| 3Y | +57.7% | -47.7% | +105.5% | +74.2% |
| All | -58.6% | -69.2% | +10.6% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling