+2,148.2%
GNRC vs BWA
+391.9%
+1,756.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.5% |
| 7D | +4.8% | +4.3% | +0.6% | +2.6% |
| 30D | -10.4% | -2.9% | -7.5% | -9.2% |
| 3M | -28.5% | -12.4% | -16.0% | -23.6% |
| 6M | -6.8% | +28.6% | -35.3% | -17.9% |
| YTD | +39.5% | +48.2% | -8.7% | +14.4% |
| 1Y | +3.4% | +50.9% | -47.5% | -16.2% |
| 3Y | +65.1% | +72.2% | -7.0% | +22.4% |
| 5Y | -57.1% | +91.1% | -148.1% | -69.6% |
| 10Y | +432.5% | +144.0% | +288.5% | +201.7% |
| All | +2,148.2% | +391.9% | +1,756.3% | +771.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling