-23.1%
BA vs GPC
+6.4%
-29.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.0% |
| 7D | -0.1% | +1.7% | -1.8% | -0.6% |
| 30D | -9.1% | -2.3% | -6.8% | -8.5% |
| 3M | -28.2% | -4.5% | -23.7% | -27.2% |
| 6M | -23.1% | +21.6% | -44.7% | -28.7% |
| YTD | -20.6% | +4.0% | -24.6% | -23.5% |
| 1Y | -12.7% | +3.5% | -16.2% | -15.9% |
| 3Y | -11.6% | +2.1% | -13.7% | -19.0% |
| 5Y | -23.1% | +5.5% | -28.6% | -37.5% |
| All | -23.1% | +6.4% | -29.6% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling