-59.7%
GNRC vs WING
-35.5%
-24.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -0.7% | +0.2% | -1.0% | -0.8% |
| 30D | -15.8% | -0.5% | -15.4% | -16.4% |
| 3M | -24.0% | -23.9% | -0.2% | -17.8% |
| 6M | -13.8% | -48.9% | +35.1% | +6.9% |
| YTD | +33.2% | -53.3% | +86.6% | +66.2% |
| 1Y | -1.8% | -60.3% | +58.5% | +29.7% |
| 3Y | +57.7% | -30.1% | +87.8% | +29.7% |
| 5Y | -59.7% | -36.2% | -23.6% | -68.8% |
| All | -59.7% | -35.5% | -24.2% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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