+136.0%
BAC vs GPN
-27.4%
+163.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.7% |
| 7D | -0.3% | -3.5% | +3.3% | +0.7% |
| 30D | -1.8% | +3.1% | -4.9% | -2.9% |
| 3M | +15.3% | +42.3% | -27.0% | +2.8% |
| 6M | +30.2% | +20.9% | +9.3% | +21.4% |
| YTD | +15.6% | +15.2% | +0.3% | +9.0% |
| 1Y | +27.5% | +5.4% | +22.0% | +23.5% |
| All | +136.0% | -27.4% | +163.4% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling