+61.5%
GNRC vs WU
-28.7%
+90.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | -0.2% | -3.5% | +3.3% | +0.7% |
| 30D | -15.7% | -2.9% | -12.8% | -15.2% |
| 3M | -27.3% | -2.3% | -25.1% | -28.5% |
| 6M | -12.1% | -25.4% | +13.3% | -5.2% |
| YTD | +37.1% | -21.2% | +58.3% | +43.7% |
| 1Y | -0.5% | -8.9% | +8.4% | -3.0% |
| 3Y | +61.5% | -29.0% | +90.5% | +69.0% |
| All | +61.5% | -28.7% | +90.3% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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