+75.6%
BAC vs GNRC
-60.2%
+135.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.3% |
| 7D | -0.3% | -0.7% | +0.5% | -0.1% |
| 30D | -1.8% | -15.8% | +14.1% | +1.2% |
| 3M | +15.3% | -24.0% | +39.3% | +20.0% |
| 6M | +30.2% | -13.8% | +43.9% | +31.1% |
| YTD | +15.6% | +33.2% | -17.6% | +5.7% |
| 1Y | +27.5% | -1.8% | +29.3% | +23.4% |
| 3Y | +137.0% | +57.7% | +79.3% | +103.2% |
| 5Y | +75.6% | -59.7% | +135.3% | +78.9% |
| All | +75.6% | -60.2% | +135.7% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling