+26.5%
BAC vs GPN
+8.1%
+18.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | -0.9% | +5.8% | -6.7% | -1.9% |
| 3M | +16.3% | +37.0% | -20.7% | +9.4% |
| 6M | +26.0% | +20.1% | +5.8% | +20.9% |
| YTD | +15.2% | +20.4% | -5.2% | +10.9% |
| 1Y | +26.5% | +7.4% | +19.1% | +24.7% |
| All | +26.5% | +8.1% | +18.5% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling