-4.6%
BA vs GPC
-1.1%
-3.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.6% |
| 7D | +1.2% | +1.2% | 0.0% | +0.9% |
| 30D | -11.6% | +6.0% | -17.6% | -12.8% |
| 3M | -2.4% | +42.6% | -45.0% | -9.8% |
| 6M | -6.6% | +22.8% | -29.4% | -11.4% |
| YTD | -2.2% | +15.5% | -17.7% | -7.0% |
| 1Y | -8.0% | +2.0% | -10.1% | -10.4% |
| All | -4.6% | -1.1% | -3.6% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling