+48.0%
BAX vs GPN
+20.6%
+27.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.7% |
| 7D | +4.1% | +15.0% | -10.9% | -2.0% |
| 30D | +9.4% | +16.9% | -7.5% | +2.2% |
| 3M | -6.5% | +9.2% | -15.7% | -10.2% |
| 6M | +59.6% | +34.7% | +24.9% | +38.5% |
| YTD | +38.9% | +25.4% | +13.5% | +23.5% |
| 1Y | +48.0% | +21.7% | +26.3% | +33.7% |
| All | +48.0% | +20.6% | +27.4% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling