-67.4%
BAX vs GPN
-44.5%
-22.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -7.9% | -4.3% | -3.5% | -6.7% |
| 30D | -11.7% | 0.0% | -11.7% | -11.7% |
| 3M | +16.2% | +35.8% | -19.6% | +6.4% |
| 6M | +32.0% | +22.0% | +10.0% | +23.9% |
| YTD | +24.7% | +15.2% | +9.5% | +18.6% |
| 1Y | -2.6% | +3.5% | -6.1% | -5.1% |
| 3Y | -35.0% | -26.9% | -8.0% | -33.0% |
| All | -67.4% | -44.5% | -22.9% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling