+1,081.2%
BAH vs GPC
+319.7%
+761.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.1% |
| 7D | +0.5% | +0.4% | +0.1% | +0.3% |
| 30D | +18.2% | -1.8% | +20.0% | +18.7% |
| 3M | +13.1% | -6.6% | +19.7% | +15.3% |
| 6M | +15.2% | +21.3% | -6.1% | +7.5% |
| YTD | +6.0% | +4.3% | +1.7% | +3.1% |
| 1Y | +3.1% | +3.3% | -0.2% | +0.6% |
| 3Y | -26.2% | +0.8% | -27.0% | -29.5% |
| 5Y | +9.3% | +7.4% | +1.9% | +0.5% |
| 10Y | +212.3% | +79.2% | +133.0% | +122.2% |
| All | +1,081.2% | +319.7% | +761.5% | +437.7% |
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