+330.3%
BA vs GPN
+2,600.4%
-2,270.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.8% |
| 7D | -1.1% | -5.6% | +4.6% | +0.8% |
| 30D | -7.1% | +13.6% | -20.7% | -12.9% |
| 3M | -25.5% | -2.8% | -22.7% | -25.6% |
| 6M | -28.7% | +38.1% | -66.8% | -39.1% |
| YTD | -21.0% | +19.9% | -40.9% | -30.0% |
| 1Y | -11.9% | +23.4% | -35.3% | -22.9% |
| 3Y | -16.2% | -12.6% | -3.5% | -19.0% |
| 5Y | -22.4% | -26.6% | +4.2% | -21.2% |
| 10Y | +24.5% | +40.4% | -15.9% | +5.3% |
| All | +330.3% | +2,600.4% | -2,270.1% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling