-57.4%
GNRC vs BWA
+87.2%
-144.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.5% | +2.0% |
| 7D | -0.2% | -1.3% | +1.1% | +0.6% |
| 30D | -15.7% | -2.9% | -12.8% | -14.3% |
| 3M | -27.3% | -10.7% | -16.6% | -22.1% |
| 6M | -12.1% | +26.5% | -38.5% | -24.9% |
| YTD | +37.1% | +49.1% | -12.0% | +4.8% |
| 1Y | -0.5% | +52.1% | -52.5% | -25.2% |
| 3Y | +61.5% | +72.6% | -11.1% | +7.7% |
| All | -57.4% | +87.2% | -144.6% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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