+2,104.1%
GNRC vs BB
-88.5%
+2,192.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.7% |
| 7D | +3.2% | +1.8% | +1.3% | +2.8% |
| 30D | -9.5% | -12.2% | +2.7% | -7.5% |
| 3M | -28.5% | -12.3% | -16.2% | -27.5% |
| 6M | -10.0% | +122.7% | -132.7% | -23.3% |
| YTD | +36.7% | +104.5% | -67.7% | +18.2% |
| 1Y | +2.6% | +106.7% | -104.1% | -11.8% |
| 3Y | +61.9% | +70.0% | -8.1% | +37.8% |
| 5Y | -59.0% | -27.8% | -31.3% | -61.3% |
| 10Y | +444.8% | +2.4% | +442.4% | +321.5% |
| All | +2,104.1% | -88.5% | +2,192.6% | +2,059.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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