-11.8%
BA vs GNRC
+76.7%
-88.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.3% |
| 7D | 0.0% | -13.1% | +13.2% | +2.4% |
| 30D | -8.9% | -19.2% | +10.3% | -5.6% |
| 3M | -25.5% | -11.8% | -13.7% | -24.4% |
| 6M | -27.0% | -32.5% | +5.6% | -22.3% |
| YTD | -20.1% | +33.3% | -53.4% | -30.1% |
| 1Y | -11.0% | +16.0% | -27.0% | -19.3% |
| 3Y | -11.8% | +75.5% | -87.4% | -28.1% |
| All | -11.8% | +76.7% | -88.5% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling