+260.8%
BA vs GNRC
+2,127.0%
-1,866.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -1.1% | +7.9% | -9.0% | -3.1% |
| 30D | -7.1% | -3.7% | -3.4% | -6.9% |
| 3M | -25.5% | -11.9% | -13.6% | -24.3% |
| 6M | -28.7% | -28.6% | -0.1% | -24.5% |
| YTD | -21.0% | +39.9% | -60.9% | -31.2% |
| 1Y | -11.9% | +23.4% | -35.2% | -20.8% |
| 3Y | -16.2% | +84.2% | -100.4% | -34.5% |
| 5Y | -22.4% | -57.3% | +34.9% | -16.4% |
| 10Y | +24.5% | +376.8% | -352.3% | -32.9% |
| All | +260.8% | +2,127.0% | -1,866.3% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling