+875.9%
BAX vs GPC
+2,341.8%
-1,465.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 3M | +33.5% | +42.6% | -9.1% | +18.4% |
| 6M | +35.9% | +22.8% | +13.1% | +26.6% |
| YTD | +35.4% | +15.5% | +19.9% | +27.5% |
| 1Y | +9.8% | +2.0% | +7.7% | +7.8% |
| 3Y | -32.7% | -1.4% | -31.3% | -34.7% |
| 5Y | -65.6% | +30.6% | -96.1% | -70.0% |
| 10Y | -34.9% | +80.6% | -115.5% | -52.0% |
| All | +875.9% | +2,341.8% | -1,465.9% | +166.4% |
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 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