+458.7%
BAC vs GNRC
+2,120.5%
-1,661.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | +1.2% | +4.8% | -3.7% | -0.1% |
| 30D | -0.7% | -10.4% | +9.6% | +2.0% |
| 3M | +16.9% | -28.5% | +45.4% | +26.1% |
| 6M | +29.6% | -6.8% | +36.4% | +28.4% |
| YTD | +15.3% | +39.5% | -24.2% | +0.7% |
| 1Y | +28.8% | +3.4% | +25.4% | +21.4% |
| 3Y | +136.4% | +65.1% | +71.2% | +87.6% |
| 5Y | +72.9% | -57.1% | +130.0% | +87.6% |
| 10Y | +391.8% | +432.5% | -40.7% | +115.7% |
| All | +458.7% | +2,120.5% | -1,661.9% | +34.0% |
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