-8.2%
GNRC vs BAH
-11.0%
+2.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.2% |
| 7D | +4.8% | -4.3% | +9.2% | +3.2% |
| 30D | -10.4% | -4.5% | -5.9% | -11.6% |
| 3M | -28.5% | -7.6% | -20.9% | -26.6% |
| All | -8.2% | -11.0% | +2.8% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling