+392.9%
BAC vs GNRC
+448.8%
-55.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.5% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -2.8% | -15.7% | +13.0% | +1.4% |
| 3M | +14.2% | -27.3% | +41.6% | +22.6% |
| 6M | +30.5% | -12.1% | +42.6% | +31.3% |
| YTD | +15.8% | +37.1% | -21.3% | +1.6% |
| 1Y | +26.2% | -0.5% | +26.6% | +20.1% |
| 3Y | +136.5% | +61.5% | +75.0% | +88.5% |
| 5Y | +75.9% | -58.6% | +134.5% | +101.0% |
| All | +392.9% | +448.8% | -55.9% | +57.5% |
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