+183.9%
BAH vs GPC
+79.8%
+104.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.1% |
| 7D | -4.3% | +0.2% | -4.5% | -4.4% |
| 30D | -4.5% | -0.4% | -4.1% | -4.4% |
| 3M | -7.6% | +39.2% | -46.8% | -16.1% |
| 6M | -10.6% | +18.2% | -28.8% | -15.2% |
| YTD | -12.6% | +12.1% | -24.7% | -16.2% |
| 1Y | -27.0% | -0.7% | -26.3% | -27.5% |
| 3Y | -31.5% | -1.7% | -29.8% | -33.5% |
| 5Y | -3.8% | +29.3% | -33.1% | -15.1% |
| 10Y | +183.9% | +80.7% | +103.3% | +113.5% |
| All | +183.9% | +79.8% | +104.1% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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