+134.1%
BP vs GNRC
+448.8%
-314.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.4% |
| 7D | +5.2% | -0.2% | +5.4% | +5.2% |
| 30D | +8.7% | -15.7% | +24.4% | +11.4% |
| 3M | +9.3% | -27.3% | +36.7% | +13.9% |
| 6M | +13.6% | -12.1% | +25.6% | +13.6% |
| YTD | +37.7% | +37.1% | +0.5% | +27.0% |
| 1Y | +40.6% | -0.5% | +41.1% | +36.0% |
| 3Y | +40.3% | +61.5% | -21.2% | +21.6% |
| 5Y | +141.4% | -58.6% | +200.0% | +163.5% |
| All | +134.1% | +448.8% | -314.7% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling