+2,110.1%
GNRC vs BNS
+359.0%
+1,751.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.4% |
| 7D | -0.2% | -0.4% | +0.2% | +0.1% |
| 30D | -15.7% | +3.5% | -19.2% | -18.1% |
| 3M | -27.3% | +14.1% | -41.4% | -34.4% |
| 6M | -12.1% | +33.8% | -45.8% | -29.4% |
| YTD | +37.1% | +29.5% | +7.7% | +12.7% |
| 1Y | -0.5% | +48.4% | -48.9% | -26.1% |
| 3Y | +61.5% | +129.6% | -68.1% | -14.1% |
| 5Y | -58.6% | +96.1% | -154.6% | -74.8% |
| 10Y | +446.3% | +186.2% | +260.1% | +146.9% |
| All | +2,110.1% | +359.0% | +1,751.1% | +655.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling