+1,094.1%
BAC vs GPC
+2,105.4%
-1,011.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +2.1% | +0.4% | +1.7% | +1.9% |
| 30D | -6.7% | -1.8% | -4.9% | -5.9% |
| 3M | -20.2% | -6.6% | -13.6% | -17.1% |
| 6M | -0.2% | +21.3% | -21.5% | -14.6% |
| YTD | -6.4% | +4.3% | -10.6% | -13.6% |
| 1Y | -3.1% | +3.3% | -6.4% | -10.2% |
| 3Y | +96.7% | +0.8% | +96.0% | +73.1% |
| 5Y | +21.3% | +7.4% | +13.9% | -1.4% |
| 10Y | +237.7% | +79.2% | +158.5% | +77.6% |
| All | +1,094.1% | +2,105.4% | -1,011.3% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling