+39.2%
BKR vs GNRC
+6.8%
+32.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.5% |
| 7D | +1.7% | +1.9% | -0.2% | +1.5% |
| 30D | +3.3% | -13.8% | +17.2% | +5.2% |
| 3M | -3.6% | -32.6% | +29.0% | +1.2% |
| 6M | +5.0% | -15.2% | +20.2% | +5.6% |
| YTD | +40.9% | +37.4% | +3.6% | +33.5% |
| 1Y | +39.2% | +5.1% | +34.1% | +31.2% |
| All | +39.2% | +6.8% | +32.5% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling