+2,104.1%
GNRC vs BBWI
+152.8%
+1,951.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.3% | +4.3% | -0.1% |
| 7D | +3.2% | -4.4% | +7.6% | +4.4% |
| 30D | -9.5% | -7.4% | -2.1% | -8.1% |
| 3M | -28.5% | -2.2% | -26.3% | -29.0% |
| 6M | -10.0% | -16.3% | +6.3% | -7.7% |
| YTD | +36.7% | -9.1% | +45.9% | +36.1% |
| 1Y | +2.6% | -34.5% | +37.1% | +10.9% |
| 3Y | +61.9% | -47.0% | +108.9% | +77.2% |
| 5Y | -59.0% | -68.8% | +9.8% | -49.5% |
| 10Y | +444.8% | -57.4% | +502.1% | +461.1% |
| All | +2,104.1% | +152.8% | +1,951.3% | +935.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling