+435.3%
GNRC vs WSM
+1,071.8%
-636.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.5% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | -15.7% | -7.7% | -8.0% | -13.1% |
| 3M | -27.3% | +3.8% | -31.1% | -28.5% |
| 6M | -12.1% | +22.7% | -34.7% | -19.0% |
| YTD | +37.1% | +28.0% | +9.1% | +24.2% |
| 1Y | -0.5% | +12.7% | -13.2% | -5.9% |
| 3Y | +61.5% | +231.3% | -169.8% | -4.8% |
| 5Y | -58.6% | +177.2% | -235.8% | -74.8% |
| All | +435.3% | +1,071.8% | -636.4% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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