+101.6%
BP vs GNRC
+2,077.0%
-1,975.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.7% | +2.1% |
| 7D | +4.0% | +3.2% | +0.8% | +3.5% |
| 30D | +7.8% | -9.5% | +17.4% | +9.4% |
| 3M | +8.4% | -28.5% | +36.9% | +13.3% |
| 6M | +15.1% | -10.0% | +25.0% | +14.7% |
| YTD | +36.4% | +36.7% | -0.3% | +25.9% |
| 1Y | +40.9% | +2.6% | +38.3% | +35.7% |
| 3Y | +38.8% | +61.9% | -23.1% | +20.3% |
| 5Y | +141.1% | -59.0% | +200.1% | +155.0% |
| 10Y | +133.9% | +444.8% | -310.9% | +35.3% |
| All | +101.6% | +2,077.0% | -1,975.4% | -21.9% |
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