+2,110.1%
GNRC vs WTW
+493.2%
+1,616.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.9% | +2.9% |
| 7D | -0.2% | -5.7% | +5.5% | +2.7% |
| 30D | -15.7% | -7.3% | -8.5% | -12.8% |
| 3M | -27.3% | +21.5% | -48.8% | -35.6% |
| 6M | -12.1% | +9.6% | -21.7% | -19.0% |
| YTD | +37.1% | -3.3% | +40.4% | +33.8% |
| 1Y | -0.5% | -6.1% | +5.7% | -1.7% |
| 3Y | +61.5% | +61.8% | -0.3% | +11.5% |
| 5Y | -58.6% | +42.7% | -101.2% | -68.9% |
| 10Y | +446.3% | +197.2% | +249.0% | +148.5% |
| All | +2,110.1% | +493.2% | +1,616.9% | +569.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling