-35.0%
BAX vs GNRC
+61.6%
-96.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.9% |
| 7D | -7.9% | -0.2% | -7.7% | -7.9% |
| 30D | -11.7% | -15.7% | +4.1% | -9.9% |
| 3M | +16.2% | -27.3% | +43.5% | +20.0% |
| 6M | +32.0% | -12.1% | +44.0% | +30.8% |
| YTD | +24.7% | +37.1% | -12.4% | +13.9% |
| 1Y | -2.6% | -0.5% | -2.2% | -6.3% |
| 3Y | -35.0% | +61.5% | -96.5% | -46.3% |
| All | -35.0% | +61.6% | -96.6% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling