-10.0%
BA vs GNRC
-0.8%
-9.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | -12.2% | -15.8% | +3.6% | -10.3% |
| 3M | -2.0% | -24.0% | +22.0% | +0.8% |
| 6M | -6.0% | -13.8% | +7.8% | -5.6% |
| YTD | -5.7% | +33.2% | -38.9% | -13.8% |
| 1Y | -10.0% | -1.8% | -8.2% | -12.8% |
| All | -10.0% | -0.8% | -9.2% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling