-33.9%
BAX vs GPC
+93.7%
-127.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.7% |
| 7D | +9.0% | +0.8% | +8.2% | +8.8% |
| 30D | +8.5% | -1.1% | +9.5% | +8.8% |
| 3M | -4.1% | -6.6% | +2.5% | -2.1% |
| 6M | +46.9% | +22.2% | +24.7% | +38.2% |
| YTD | +38.4% | +5.1% | +33.3% | +34.6% |
| 1Y | +47.0% | +2.8% | +44.2% | +43.9% |
| 3Y | -14.9% | +2.4% | -17.3% | -18.0% |
| 5Y | -62.5% | +7.8% | -70.3% | -64.9% |
| 10Y | -33.9% | +87.2% | -121.1% | -47.3% |
| All | -33.9% | +93.7% | -127.6% | -47.3% |
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 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