+312.8%
BDX vs GNRC
+2,082.9%
-1,770.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.4% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -2.5% | -15.7% | +13.2% | -0.5% |
| 3M | +21.4% | -27.3% | +48.7% | +25.6% |
| 6M | +10.4% | -12.1% | +22.5% | +10.6% |
| YTD | +18.8% | +37.1% | -18.3% | +11.7% |
| 1Y | +21.7% | -0.5% | +22.1% | +18.9% |
| 3Y | -10.0% | +61.5% | -71.5% | -19.1% |
| 5Y | -1.8% | -58.6% | +56.8% | +1.3% |
| 10Y | +58.8% | +446.3% | -387.5% | +5.7% |
| All | +312.8% | +2,082.9% | -1,770.1% | +111.2% |
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