+12.0%
BAX vs GNRC
+2,120.5%
-2,108.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.5% | -5.3% | -4.0% |
| 7D | -2.4% | +4.8% | -7.3% | -3.1% |
| 30D | -9.7% | -10.4% | +0.6% | -8.5% |
| 3M | +29.3% | -28.5% | +57.7% | +34.2% |
| 6M | +40.7% | -6.8% | +47.4% | +39.8% |
| YTD | +30.3% | +39.5% | -9.2% | +21.7% |
| 1Y | +3.4% | +3.4% | 0.0% | +0.6% |
| 3Y | -32.0% | +65.1% | -97.2% | -39.6% |
| 5Y | -66.9% | -57.1% | -9.8% | -66.0% |
| 10Y | -37.1% | +432.5% | -469.6% | -58.6% |
| All | +12.0% | +2,120.5% | -2,108.5% | -43.5% |
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 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