+279.7%
BAC vs GPN
+2,600.4%
-2,320.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -0.9% |
| 7D | +3.2% | -5.6% | +8.9% | +5.4% |
| 30D | -0.7% | +13.6% | -14.3% | -7.8% |
| 3M | -20.0% | -2.8% | -17.2% | -20.4% |
| 6M | +3.4% | +38.1% | -34.6% | -14.1% |
| YTD | -5.7% | +19.9% | -25.7% | -17.9% |
| 1Y | -1.4% | +23.4% | -24.9% | -15.4% |
| 3Y | +97.9% | -12.6% | +110.6% | +91.5% |
| 5Y | +22.9% | -26.6% | +49.5% | +24.3% |
| 10Y | +235.3% | +40.4% | +194.9% | +142.2% |
| All | +279.7% | +2,600.4% | -2,320.7% | +16.4% |
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