+1,726.2%
BE vs GNRC
+61.6%
+1,664.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.9% | +3.7% | +4.2% |
| 7D | +9.0% | -0.2% | +9.2% | +9.5% |
| 30D | +16.3% | -15.7% | +32.0% | +34.5% |
| 3M | +10.8% | -27.3% | +38.1% | +48.2% |
| 6M | +73.2% | -12.1% | +85.3% | +102.5% |
| YTD | +217.4% | +37.1% | +180.2% | +168.6% |
| 1Y | +309.8% | -0.5% | +310.3% | +336.1% |
| 3Y | +1,726.2% | +61.5% | +1,664.6% | +1,408.8% |
| All | +1,726.2% | +61.6% | +1,664.6% | +1,408.8% |
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