-57.4%
GNRC vs WTW
+42.0%
-99.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | -0.2% | -5.7% | +5.5% | +1.8% |
| 30D | -15.7% | -7.3% | -8.5% | -13.7% |
| 3M | -27.3% | +21.5% | -48.8% | -33.6% |
| 6M | -12.1% | +9.6% | -21.7% | -16.7% |
| YTD | +37.1% | -3.3% | +40.4% | +37.6% |
| 1Y | -0.5% | -6.1% | +5.7% | +1.4% |
| 3Y | +61.5% | +61.8% | -0.3% | +4.3% |
| All | -57.4% | +42.0% | -99.4% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling