+252.8%
GNRC vs TW
+206.7%
+46.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.3% |
| 7D | -0.2% | -4.5% | +4.3% | +1.6% |
| 30D | -15.7% | -2.3% | -13.5% | -15.1% |
| 3M | -27.3% | +2.6% | -29.9% | -29.0% |
| 6M | -12.1% | -17.5% | +5.5% | -6.0% |
| YTD | +37.1% | -5.3% | +42.4% | +36.2% |
| 1Y | -0.5% | -14.8% | +14.3% | +3.7% |
| 3Y | +61.5% | +18.8% | +42.7% | +36.7% |
| 5Y | -58.6% | +20.7% | -79.3% | -66.1% |
| All | +252.8% | +206.7% | +46.1% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling