+2,104.1%
GNRC vs WU
-9.2%
+2,113.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.6% |
| 7D | +3.2% | -4.9% | +8.1% | +5.2% |
| 30D | -9.5% | -1.3% | -8.2% | -9.3% |
| 3M | -28.5% | -3.6% | -25.0% | -29.0% |
| 6M | -10.0% | -24.3% | +14.4% | -1.4% |
| YTD | +36.7% | -21.1% | +57.8% | +46.2% |
| 1Y | +2.6% | -10.3% | +12.9% | +2.7% |
| 3Y | +61.9% | -28.4% | +90.3% | +76.4% |
| 5Y | -59.0% | -51.2% | -7.8% | -48.4% |
| 10Y | +444.8% | -39.6% | +484.4% | +512.5% |
| All | +2,104.1% | -9.2% | +2,113.3% | +1,870.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling