+435.3%
GNRC vs NWSA
+149.4%
+286.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -0.2% | -2.8% | +2.6% | +1.3% |
| 30D | -15.7% | +3.0% | -18.8% | -17.2% |
| 3M | -27.3% | +12.3% | -39.7% | -32.8% |
| 6M | -12.1% | +21.9% | -33.9% | -23.0% |
| YTD | +37.1% | +13.6% | +23.6% | +23.6% |
| 1Y | -0.5% | +0.5% | -0.9% | -3.9% |
| 3Y | +61.5% | +43.8% | +17.8% | +26.3% |
| 5Y | -58.6% | +41.2% | -99.7% | -67.6% |
| All | +435.3% | +149.4% | +286.0% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling