-0.3%
BA vs GPN
-27.1%
+26.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | 0.0% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | -10.1% | +3.8% | -13.9% | -11.0% |
| 3M | -2.4% | +39.2% | -41.6% | -9.8% |
| 6M | -8.8% | +17.9% | -26.7% | -12.8% |
| YTD | -2.9% | +16.4% | -19.3% | -7.3% |
| 1Y | -8.8% | +3.6% | -12.4% | -10.3% |
| 3Y | -0.3% | -26.7% | +26.4% | -6.6% |
| All | -0.3% | -27.1% | +26.8% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling