+1,462.0%
BA vs GPC
+2,100.6%
-638.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -1.7% |
| 7D | -0.1% | +1.7% | -1.8% | -1.0% |
| 30D | -9.1% | -2.3% | -6.8% | -8.2% |
| 3M | -28.2% | -4.5% | -23.7% | -26.7% |
| 6M | -23.1% | +21.6% | -44.7% | -32.1% |
| YTD | -20.6% | +4.0% | -24.6% | -24.8% |
| 1Y | -12.7% | +3.5% | -16.2% | -17.4% |
| 3Y | -11.6% | +2.1% | -13.7% | -20.4% |
| 5Y | -23.1% | +5.5% | -28.6% | -33.4% |
| 10Y | +34.4% | +90.7% | -56.4% | -19.1% |
| All | +1,462.0% | +2,100.6% | -638.6% | +198.9% |
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 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