-22.1%
BA vs GPC
+3.6%
-25.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +1.1% | +1.6% | -0.5% | +0.6% |
| 30D | -7.9% | -2.1% | -5.8% | -7.4% |
| 3M | -25.3% | -6.8% | -18.5% | -23.7% |
| 6M | -24.6% | +18.6% | -43.2% | -29.5% |
| YTD | -20.1% | +2.7% | -22.8% | -22.7% |
| 1Y | -11.8% | +1.8% | -13.5% | -14.5% |
| 3Y | -10.1% | +1.1% | -11.2% | -17.4% |
| All | -22.1% | +3.6% | -25.7% | -37.2% |
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