-36.8%
BAX vs GPC
+85.6%
-122.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +1.0% |
| 7D | +12.1% | +1.6% | +10.6% | +11.6% |
| 30D | +7.6% | -2.1% | +9.7% | +8.3% |
| 3M | -4.5% | -6.8% | +2.3% | -2.4% |
| 6M | +52.0% | +18.6% | +33.4% | +44.3% |
| YTD | +35.1% | +2.7% | +32.5% | +32.4% |
| 1Y | +43.7% | +1.8% | +41.9% | +41.2% |
| 3Y | -20.9% | +1.1% | -22.0% | -23.4% |
| 5Y | -63.5% | +4.1% | -67.6% | -65.6% |
| All | -36.8% | +85.6% | -122.4% | -48.4% |
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