+435.3%
GNRC vs WTW
+198.0%
+237.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | -0.2% | -5.7% | +5.5% | +2.4% |
| 30D | -15.7% | -7.3% | -8.5% | -13.1% |
| 3M | -27.3% | +21.5% | -48.8% | -34.9% |
| 6M | -12.1% | +9.6% | -21.7% | -18.2% |
| YTD | +37.1% | -3.3% | +40.4% | +34.8% |
| 1Y | -0.5% | -6.1% | +5.7% | -0.9% |
| 3Y | +61.5% | +61.8% | -0.3% | +13.0% |
| 5Y | -58.6% | +42.7% | -101.2% | -68.7% |
| All | +435.3% | +198.0% | +237.3% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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