+61.5%
GNRC vs WTW
+61.9%
-0.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | -0.2% | -5.7% | +5.5% | -0.5% |
| 30D | -15.7% | -7.3% | -8.5% | -16.0% |
| 3M | -27.3% | +21.5% | -48.8% | -27.2% |
| 6M | -12.1% | +9.6% | -21.7% | -10.9% |
| YTD | +37.1% | -3.3% | +40.4% | +42.4% |
| 1Y | -0.5% | -6.1% | +5.7% | +4.2% |
| 3Y | +61.5% | +61.8% | -0.3% | +65.1% |
| All | +61.5% | +61.9% | -0.4% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling