+71.1%
BA vs GPN
+28.6%
+42.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -1.7% |
| 7D | -2.7% | -3.5% | +0.8% | -0.9% |
| 30D | -12.2% | +3.1% | -15.3% | -14.0% |
| 3M | -2.0% | +42.3% | -44.3% | -19.8% |
| 6M | -6.0% | +20.9% | -26.8% | -17.0% |
| YTD | -5.7% | +15.2% | -20.9% | -16.3% |
| 1Y | -10.0% | +5.4% | -15.4% | -16.6% |
| 3Y | -3.1% | -27.4% | +24.3% | +4.8% |
| 5Y | -2.6% | -44.2% | +41.6% | +19.9% |
| All | +71.1% | +28.6% | +42.5% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling