+392.9%
BAC vs GPN
+28.2%
+364.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | 0.0% | -4.6% | +4.6% | +2.1% |
| 30D | -2.8% | -0.3% | -2.5% | -3.0% |
| 3M | +14.2% | +35.4% | -21.2% | -1.9% |
| 6M | +30.5% | +21.7% | +8.9% | +16.6% |
| YTD | +15.8% | +14.9% | +0.9% | +5.0% |
| 1Y | +26.2% | +3.2% | +23.0% | +19.8% |
| 3Y | +136.5% | -27.1% | +163.7% | +157.0% |
| 5Y | +75.9% | -44.4% | +120.3% | +111.7% |
| All | +392.9% | +28.2% | +364.7% | +394.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling