+66.8%
BN vs GNRC
+57.0%
+9.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.5% |
| 7D | -5.9% | -0.7% | -5.1% | -5.7% |
| 30D | -15.1% | -15.8% | +0.8% | -11.0% |
| 3M | -14.6% | -24.0% | +9.4% | -9.1% |
| 6M | -8.4% | -13.8% | +5.4% | -7.7% |
| YTD | -16.8% | +33.2% | -50.0% | -29.3% |
| 1Y | -14.4% | -1.8% | -12.6% | -19.2% |
| All | +66.8% | +57.0% | +9.8% | +19.0% |
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