+135.9%
WMT vs GNRC
-58.7%
+194.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.2% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -7.4% | -15.7% | +8.3% | -6.5% |
| 3M | -10.9% | -27.3% | +16.5% | -9.4% |
| 6M | -12.7% | -12.1% | -0.6% | -12.7% |
| YTD | -3.2% | +37.1% | -40.3% | -6.3% |
| 1Y | +5.3% | -0.5% | +5.7% | +3.9% |
| 3Y | +101.9% | +61.5% | +40.3% | +89.7% |
| All | +135.9% | -58.7% | +194.6% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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