-11.0%
BA vs GPC
+2.1%
-13.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | 0.0% | +0.4% | -0.3% | 0.0% |
| 30D | -8.9% | -1.8% | -7.1% | -8.7% |
| 3M | -25.5% | -6.6% | -18.9% | -24.4% |
| 6M | -27.0% | +21.3% | -48.3% | -31.0% |
| YTD | -20.1% | +4.3% | -24.4% | -24.7% |
| 1Y | -11.0% | +3.3% | -14.3% | -16.7% |
| All | -11.0% | +2.1% | -13.1% | -16.7% |
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