-59.7%
GNRC vs BAH
+1.2%
-61.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.8% | -7.4% | -3.4% |
| 7D | -0.7% | +2.4% | -3.2% | -1.2% |
| 30D | -15.8% | -2.9% | -12.9% | -15.5% |
| 3M | -24.0% | -1.3% | -22.7% | -23.8% |
| 6M | -13.8% | -0.9% | -12.9% | -14.3% |
| YTD | +33.2% | -8.2% | +41.5% | +32.9% |
| 1Y | -1.8% | -24.0% | +22.2% | +3.7% |
| 3Y | +57.7% | -28.1% | +85.8% | +56.4% |
| 5Y | -59.7% | +2.5% | -62.2% | -68.4% |
| All | -59.7% | +1.2% | -61.0% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling