-57.4%
GNRC vs TW
+19.5%
-76.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.2% |
| 3M | -27.3% | +2.6% | -29.9% | -29.0% |
| 6M | -12.1% | -17.5% | +5.5% | -5.5% |
| YTD | +37.1% | -5.3% | +42.4% | +36.1% |
| 1Y | -0.5% | -14.8% | +14.3% | +4.3% |
| 3Y | +61.5% | +18.8% | +42.7% | +27.5% |
| All | -57.4% | +19.5% | -76.9% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling