-13.8%
GNRC vs BNS
+33.7%
-47.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.0% |
| 7D | -0.7% | -2.2% | +1.5% | +0.5% |
| 30D | -15.8% | +4.5% | -20.3% | -17.8% |
| 3M | -24.0% | +14.9% | -38.9% | -32.4% |
| 6M | -13.8% | +32.5% | -46.3% | -34.9% |
| All | -13.8% | +33.7% | -47.5% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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