+2,047.2%
GNRC vs WY
+170.2%
+1,877.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.1% |
| 7D | -0.7% | -3.7% | +2.9% | +1.4% |
| 30D | -15.8% | -11.3% | -4.5% | -9.9% |
| 3M | -24.0% | -8.1% | -15.9% | -20.7% |
| 6M | -13.8% | -7.4% | -6.3% | -10.7% |
| YTD | +33.2% | -4.7% | +37.9% | +35.3% |
| 1Y | -1.8% | -9.2% | +7.4% | +2.1% |
| 3Y | +57.7% | -24.7% | +82.4% | +81.4% |
| 5Y | -59.7% | -21.6% | -38.2% | -53.0% |
| 10Y | +430.7% | +6.7% | +424.1% | +381.9% |
| All | +2,047.2% | +170.2% | +1,877.1% | +1,215.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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