+366.4%
BAC vs GPN
+2,611.5%
-2,245.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | +1.1% | +0.8% | +0.3% | +0.7% |
| 30D | -0.4% | +5.8% | -6.2% | -3.3% |
| 3M | +16.9% | +37.0% | -20.1% | -0.5% |
| 6M | +26.6% | +20.1% | +6.5% | +13.6% |
| YTD | +15.8% | +20.4% | -4.6% | +2.5% |
| 1Y | +27.2% | +7.4% | +19.7% | +18.1% |
| 3Y | +132.4% | -26.1% | +158.5% | +148.2% |
| 5Y | +72.6% | -38.5% | +111.1% | +92.2% |
| 10Y | +389.7% | +28.4% | +361.3% | +274.4% |
| All | +366.4% | +2,611.5% | -2,245.1% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling