-10.6%
BA vs GPC
+6.5%
-17.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.7% |
| 7D | +5.9% | +4.1% | +1.8% | +4.9% |
| 30D | -8.2% | +0.1% | -8.3% | -8.3% |
| 3M | -25.4% | -3.9% | -21.5% | -24.8% |
| 6M | -20.0% | +24.4% | -44.4% | -24.7% |
| YTD | -18.5% | +5.7% | -24.2% | -23.1% |
| 1Y | -10.6% | +6.8% | -17.4% | -16.3% |
| All | -10.6% | +6.5% | -17.1% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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