+18.0%
BAC vs GPC
+3.6%
+14.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | -1.2% | +1.6% | -2.8% | -1.6% |
| 30D | -7.7% | -2.1% | -5.6% | -7.2% |
| 3M | -21.2% | -6.8% | -14.4% | -19.6% |
| 6M | -6.8% | +18.6% | -25.4% | -12.8% |
| YTD | -8.7% | +2.7% | -11.4% | -11.6% |
| 1Y | -5.3% | +1.8% | -7.1% | -8.1% |
| 3Y | +87.4% | +1.1% | +86.4% | +73.5% |
| All | +18.0% | +3.6% | +14.4% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling