+74.6%
BA vs GNRC
+425.3%
-350.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.5% |
| 7D | -1.2% | +3.2% | -4.3% | -2.0% |
| 30D | -11.3% | -9.5% | -1.8% | -9.0% |
| 3M | -3.8% | -28.5% | +24.8% | +4.6% |
| 6M | -8.3% | -10.0% | +1.7% | -7.9% |
| YTD | -4.9% | +36.7% | -41.7% | -17.0% |
| 1Y | -10.1% | +2.6% | -12.6% | -15.0% |
| 3Y | -2.3% | +61.9% | -64.2% | -23.0% |
| 5Y | -3.5% | -59.0% | +55.5% | +13.2% |
| 10Y | +74.6% | +444.8% | -370.2% | -32.5% |
| All | +74.6% | +425.3% | -350.7% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling