+3.2%
GPN vs BAH
-24.0%
+27.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -4.6% | +4.3% | -8.9% | -5.5% |
| 30D | -0.3% | -2.5% | +2.2% | +0.2% |
| 3M | +35.4% | -0.9% | +36.4% | +34.9% |
| 6M | +21.7% | +1.5% | +20.2% | +19.8% |
| YTD | +14.9% | -8.0% | +22.8% | +14.5% |
| 1Y | +3.2% | -24.7% | +27.9% | +9.3% |
| All | +3.2% | -24.0% | +27.2% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling