+2,110.1%
GNRC vs BRKR
+345.5%
+1,764.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +3.0% |
| 7D | -0.2% | -8.7% | +8.5% | +3.5% |
| 30D | -15.7% | -9.9% | -5.9% | -12.4% |
| 3M | -27.3% | -3.1% | -24.2% | -29.0% |
| 6M | -12.1% | +45.5% | -57.6% | -29.4% |
| YTD | +37.1% | +13.7% | +23.4% | +21.7% |
| 1Y | -0.5% | +67.4% | -67.9% | -26.5% |
| 3Y | +61.5% | -13.2% | +74.7% | +48.0% |
| 5Y | -58.6% | -39.5% | -19.1% | -55.5% |
| 10Y | +446.3% | +153.5% | +292.8% | +218.4% |
| All | +2,110.1% | +345.5% | +1,764.6% | +907.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling