+48.0%
BAX vs GNRC
+17.5%
+30.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.5% | +13.5% | +4.0% |
| 7D | +4.1% | -6.0% | +10.1% | +4.1% |
| 30D | +9.4% | -12.0% | +21.4% | +9.5% |
| 3M | -6.5% | -13.4% | +6.9% | -6.1% |
| 6M | +59.6% | -26.4% | +85.9% | +60.3% |
| YTD | +38.9% | +38.8% | 0.0% | +26.0% |
| 1Y | +48.0% | +20.9% | +27.1% | +36.3% |
| All | +48.0% | +17.5% | +30.5% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling