+1,821.9%
BA vs GPC
+2,341.8%
-519.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.6% |
| 7D | +1.2% | +0.4% | +0.7% | +0.9% |
| 30D | -11.6% | +5.1% | -16.8% | -14.1% |
| 3M | -2.4% | +41.5% | -43.9% | -20.5% |
| 6M | -6.6% | +21.8% | -28.4% | -17.5% |
| YTD | -2.2% | +14.6% | -16.8% | -11.9% |
| 1Y | -8.0% | +1.3% | -9.3% | -11.5% |
| 3Y | -5.0% | -1.4% | -3.6% | -12.6% |
| 5Y | -2.7% | +30.6% | -33.3% | -25.4% |
| 10Y | +75.9% | +80.6% | -4.7% | +9.1% |
| All | +1,821.9% | +2,341.8% | -519.9% | +248.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling