+1,053.3%
BAH vs GPC
+313.3%
+740.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.0% |
| 7D | -3.5% | +1.6% | -5.1% | -4.0% |
| 30D | +24.3% | -2.1% | +26.3% | +24.9% |
| 3M | +16.3% | -6.8% | +23.1% | +18.7% |
| 6M | +13.6% | +18.6% | -5.0% | +6.8% |
| YTD | +3.5% | +2.7% | +0.8% | +1.1% |
| 1Y | +2.7% | +1.8% | +0.9% | +0.7% |
| 3Y | -26.6% | +1.1% | -27.6% | -30.0% |
| 5Y | +8.5% | +4.1% | +4.5% | +0.9% |
| 10Y | +225.1% | +88.2% | +136.9% | +125.6% |
| All | +1,053.3% | +313.3% | +740.0% | +427.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling