-39.3%
BAX vs GNRC
+448.8%
-488.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.0% |
| 7D | -7.9% | -0.2% | -7.7% | -7.9% |
| 30D | -11.7% | -15.7% | +4.1% | -9.6% |
| 3M | +16.2% | -27.3% | +43.5% | +20.6% |
| 6M | +32.0% | -12.1% | +44.0% | +32.1% |
| YTD | +24.7% | +37.1% | -12.4% | +16.2% |
| 1Y | -2.6% | -0.5% | -2.2% | -5.0% |
| 3Y | -35.0% | +61.5% | -96.5% | -42.5% |
| 5Y | -67.6% | -58.6% | -9.0% | -66.1% |
| All | -39.3% | +448.8% | -488.1% | -65.5% |
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