+435.3%
GNRC vs BAH
+207.9%
+227.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | -0.2% | +4.3% | -4.5% | -1.4% |
| 30D | -15.7% | -2.5% | -13.3% | -15.3% |
| 3M | -27.3% | -0.9% | -26.4% | -27.8% |
| 6M | -12.1% | +1.5% | -13.5% | -14.1% |
| YTD | +37.1% | -8.0% | +45.1% | +35.8% |
| 1Y | -0.5% | -24.7% | +24.3% | +5.9% |
| 3Y | +61.5% | -28.4% | +89.9% | +65.3% |
| 5Y | -58.6% | +2.8% | -61.4% | -64.6% |
| All | +435.3% | +207.9% | +227.4% | +182.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling