+883.7%
BAH vs GPC
+364.7%
+519.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -3.2% | +1.2% | -4.4% | -3.6% |
| 30D | +2.0% | +6.0% | -4.0% | +0.1% |
| 3M | -7.6% | +42.6% | -50.3% | -17.9% |
| 6M | -5.7% | +22.8% | -28.4% | -12.3% |
| YTD | -11.7% | +15.5% | -27.2% | -16.7% |
| 1Y | -27.4% | +2.0% | -29.4% | -28.6% |
| 3Y | -32.5% | -1.4% | -31.1% | -34.9% |
| 5Y | -3.3% | +30.6% | -33.9% | -16.8% |
| 10Y | +186.0% | +80.6% | +105.4% | +105.7% |
| All | +883.7% | +364.7% | +519.0% | +334.3% |
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