-16.2%
BN vs GNRC
+0.9%
-17.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | 0.0% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | -14.5% | -15.7% | +1.3% | -12.3% |
| 3M | -15.0% | -27.3% | +12.3% | -11.5% |
| 6M | -5.4% | -12.1% | +6.6% | -5.7% |
| YTD | -16.4% | +37.1% | -53.6% | -25.7% |
| 1Y | -16.2% | -0.5% | -15.8% | -20.7% |
| All | -16.2% | +0.9% | -17.1% | -20.7% |
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