+23.4%
BA vs GPN
+34.3%
-10.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -12.0% | +10.3% | +4.4% |
| 7D | -0.6% | -7.1% | +6.6% | +2.7% |
| 30D | -8.0% | +7.7% | -15.7% | -12.8% |
| 3M | -25.8% | -0.1% | -25.7% | -27.2% |
| 6M | -27.6% | +29.4% | -57.0% | -38.9% |
| YTD | -21.0% | +15.1% | -36.1% | -31.0% |
| 1Y | -12.3% | +15.4% | -27.7% | -23.6% |
| 3Y | -12.8% | -16.5% | +3.8% | -15.3% |
| 5Y | -22.4% | -29.6% | +7.2% | -20.4% |
| All | +23.4% | +34.3% | -10.9% | +23.7% |
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