+5.1%
GNRC vs BRKR
+100.6%
-95.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.6% |
| 7D | +1.9% | +2.5% | -0.6% | +1.5% |
| 30D | -13.8% | +11.5% | -25.3% | -15.1% |
| 3M | -32.6% | -2.4% | -30.3% | -33.6% |
| 6M | -15.2% | +52.3% | -67.5% | -25.0% |
| YTD | +37.4% | +24.5% | +12.9% | +27.4% |
| 1Y | +5.1% | +97.3% | -92.2% | -9.0% |
| All | +5.1% | +100.6% | -95.4% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 1y: compounded portfolio wealth divided by compounded BRKR 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…
1y analysis · Full analysis span regression · 6 months rolling