+1,879.9%
GNRC vs BAH
+876.9%
+1,003.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.8% |
| 7D | +4.8% | -4.3% | +9.2% | +6.3% |
| 30D | -10.4% | -4.5% | -5.9% | -9.2% |
| 3M | -28.5% | -7.6% | -20.9% | -27.5% |
| 6M | -6.8% | -10.6% | +3.8% | -5.4% |
| YTD | +39.5% | -12.6% | +52.0% | +40.1% |
| 1Y | +3.4% | -27.0% | +30.4% | +10.8% |
| 3Y | +65.1% | -31.5% | +96.6% | +72.7% |
| 5Y | -57.1% | -3.8% | -53.3% | -61.7% |
| 10Y | +432.5% | +183.9% | +248.6% | +199.8% |
| All | +1,879.9% | +876.9% | +1,003.0% | +578.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling