+22.6%
BAC vs GNRC
-57.0%
+79.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +3.2% | +7.9% | -4.7% | +1.8% |
| 30D | -0.7% | -3.7% | +3.0% | -0.5% |
| 3M | -20.0% | -11.9% | -8.0% | -18.9% |
| 6M | +3.4% | -28.6% | +32.0% | +7.8% |
| YTD | -5.7% | +39.9% | -45.6% | -15.3% |
| 1Y | -1.4% | +23.4% | -24.8% | -9.3% |
| 3Y | +97.9% | +84.2% | +13.7% | +63.9% |
| All | +22.6% | -57.0% | +79.6% | +17.4% |
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