+263.2%
BAC vs GPC
+85.6%
+177.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | 0.0% |
| 7D | -1.2% | +1.6% | -2.8% | -2.0% |
| 30D | -7.7% | -2.1% | -5.6% | -6.9% |
| 3M | -21.2% | -6.8% | -14.4% | -18.7% |
| 6M | -6.8% | +18.6% | -25.4% | -16.4% |
| YTD | -8.7% | +2.7% | -11.4% | -13.4% |
| 1Y | -5.3% | +1.8% | -7.1% | -9.9% |
| 3Y | +87.4% | +1.1% | +86.4% | +68.8% |
| 5Y | +18.9% | +4.1% | +14.9% | +1.8% |
| All | +263.2% | +85.6% | +177.6% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling