+47.2%
BND vs GNRC
+2,020.8%
-1,973.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +1.9% | -0.6% |
| 7D | -0.9% | -0.7% | -0.2% | -0.9% |
| 30D | -1.0% | -15.8% | +14.9% | -0.9% |
| 3M | -1.2% | -24.0% | +22.8% | -1.1% |
| 6M | -2.0% | -13.8% | +11.8% | -1.9% |
| YTD | -1.2% | +33.2% | -34.4% | -1.4% |
| 1Y | -0.5% | -1.8% | +1.3% | -0.5% |
| 3Y | +12.4% | +57.7% | -45.3% | +12.0% |
| 5Y | -2.5% | -59.7% | +57.3% | -3.3% |
| 10Y | +15.0% | +430.7% | -415.8% | +17.6% |
| All | +47.2% | +2,020.8% | -1,973.6% | +55.1% |
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