+5.1%
GNRC vs TW
-15.9%
+21.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.4% |
| 7D | +1.9% | -2.3% | +4.3% | +1.7% |
| 30D | -13.8% | +3.9% | -17.8% | -13.5% |
| 3M | -32.6% | +5.7% | -38.3% | -32.0% |
| 6M | -15.2% | -14.5% | -0.7% | -14.1% |
| YTD | +37.4% | -0.9% | +38.3% | +39.5% |
| 1Y | +5.1% | -13.5% | +18.7% | +2.5% |
| All | +5.1% | -15.9% | +21.0% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling