-19.0%
BAX vs GPC
+0.2%
-19.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.1% | +0.4% | -0.4% | -0.1% |
| 30D | +4.1% | -6.3% | +10.4% | +6.6% |
| 3M | -4.5% | -8.2% | +3.6% | -1.5% |
| 6M | +49.2% | +27.1% | +22.1% | +37.3% |
| YTD | +35.2% | +3.1% | +32.1% | +29.9% |
| 1Y | +38.3% | +0.1% | +38.2% | +34.3% |
| 3Y | -19.0% | +0.2% | -19.3% | -25.0% |
| All | -19.0% | +0.2% | -19.2% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling