+28.1%
BA vs GPC
+93.7%
-65.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.9% |
| 7D | -1.7% | +0.8% | -2.6% | -2.2% |
| 30D | -9.5% | -1.1% | -8.4% | -9.1% |
| 3M | -26.5% | -6.6% | -19.8% | -23.9% |
| 6M | -27.4% | +22.2% | -49.6% | -36.5% |
| YTD | -20.6% | +5.1% | -25.7% | -25.7% |
| 1Y | -11.4% | +2.8% | -14.2% | -16.3% |
| 3Y | -10.8% | +2.4% | -13.2% | -21.5% |
| 5Y | -21.9% | +7.8% | -29.7% | -36.5% |
| 10Y | +28.1% | +87.2% | -59.1% | -33.5% |
| All | +28.1% | +93.7% | -65.6% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling