-39.3%
BAX vs GPN
+28.2%
-67.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -7.9% | -4.6% | -3.3% | -6.5% |
| 30D | -11.7% | -0.3% | -11.4% | -11.6% |
| 3M | +16.2% | +35.4% | -19.2% | +5.7% |
| 6M | +32.0% | +21.7% | +10.3% | +23.4% |
| YTD | +24.7% | +14.9% | +9.8% | +18.4% |
| 1Y | -2.6% | +3.2% | -5.8% | -4.9% |
| 3Y | -35.0% | -27.1% | -7.8% | -31.5% |
| 5Y | -67.6% | -44.4% | -23.2% | -64.0% |
| All | -39.3% | +28.2% | -67.5% | -50.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling