+363.2%
GPN vs BAH
+876.9%
-513.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.0% |
| 7D | -0.7% | -4.3% | +3.6% | +0.8% |
| 30D | +3.8% | -4.5% | +8.3% | +5.4% |
| 3M | +39.2% | -7.6% | +46.8% | +42.1% |
| 6M | +17.9% | -10.6% | +28.5% | +21.0% |
| YTD | +16.4% | -12.6% | +28.9% | +19.4% |
| 1Y | +3.6% | -27.0% | +30.6% | +12.9% |
| 3Y | -26.7% | -31.5% | +4.8% | -22.8% |
| 5Y | -44.8% | -3.8% | -41.0% | -50.9% |
| 10Y | +24.1% | +183.9% | -159.8% | -25.0% |
| All | +363.2% | +876.9% | -513.7% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling