+20.9%
GNRC vs BAH
+6.2%
+14.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.5% | -11.0% | -9.2% |
| 7D | -6.0% | +5.8% | -11.7% | -4.7% |
| 30D | -12.0% | +28.7% | -40.7% | -7.0% |
| 3M | -13.4% | +20.9% | -34.3% | -9.3% |
| 6M | -26.4% | +15.2% | -41.5% | -21.5% |
| YTD | +38.8% | +7.1% | +31.8% | +39.4% |
| 1Y | +20.9% | +6.4% | +14.5% | +22.1% |
| All | +20.9% | +6.2% | +14.7% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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