+427.0%
GNRC vs NWSA
+120.6%
+306.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | -0.7% | -4.8% | +4.0% | +1.7% |
| 30D | -15.8% | +3.0% | -18.8% | -17.3% |
| 3M | -24.0% | +9.3% | -33.3% | -28.6% |
| 6M | -13.8% | +23.2% | -37.0% | -24.5% |
| YTD | +33.2% | +13.3% | +19.9% | +20.7% |
| 1Y | -1.8% | +2.9% | -4.7% | -6.4% |
| 3Y | +57.7% | +43.3% | +14.4% | +25.2% |
| 5Y | -59.7% | +40.9% | -100.6% | -67.9% |
| 10Y | +430.7% | +148.1% | +282.6% | +198.3% |
| All | +427.0% | +120.6% | +306.4% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling