+237.7%
BAC vs GPC
+85.0%
+152.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +2.1% | +0.4% | +1.7% | +1.9% |
| 30D | -6.7% | -1.8% | -4.9% | -6.1% |
| 3M | -20.2% | -6.6% | -13.6% | -17.8% |
| 6M | -0.2% | +21.3% | -21.5% | -11.4% |
| YTD | -6.4% | +4.3% | -10.6% | -11.8% |
| 1Y | -3.1% | +3.3% | -6.4% | -8.4% |
| 3Y | +96.7% | +0.8% | +96.0% | +78.1% |
| 5Y | +21.3% | +7.4% | +13.9% | +2.0% |
| 10Y | +237.7% | +79.2% | +158.5% | +91.3% |
| All | +237.7% | +85.0% | +152.7% | +91.3% |
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