-30.0%
BAX vs GPC
-1.1%
-28.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -1.1% | +1.2% | -2.3% | -1.5% |
| 30D | -5.5% | +6.0% | -11.4% | -7.2% |
| 3M | +33.5% | +42.6% | -9.1% | +19.2% |
| 6M | +35.9% | +22.8% | +13.1% | +26.2% |
| YTD | +35.4% | +15.5% | +19.9% | +25.8% |
| 1Y | +9.8% | +2.0% | +7.7% | +5.9% |
| All | -30.0% | -1.1% | -28.9% | -35.4% |
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 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