+227.6%
BHP vs GNRC
+2,082.9%
-1,855.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -1.0% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -1.2% | -15.7% | +14.5% | +3.0% |
| 3M | +1.2% | -27.3% | +28.5% | +8.8% |
| 6M | +21.4% | -12.1% | +33.5% | +23.5% |
| YTD | +50.4% | +37.1% | +13.3% | +36.1% |
| 1Y | +67.5% | -0.5% | +68.0% | +62.9% |
| 3Y | +72.8% | +61.5% | +11.3% | +43.2% |
| 5Y | +112.6% | -58.6% | +171.2% | +134.1% |
| 10Y | +481.7% | +446.3% | +35.4% | +181.2% |
| All | +227.6% | +2,082.9% | -1,855.4% | -5.5% |
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