-44.2%
GPN vs BAH
+1.2%
-45.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.8% | -3.1% | +0.7% |
| 7D | -3.5% | +2.4% | -5.9% | -4.0% |
| 30D | +3.1% | -2.9% | +6.1% | +3.7% |
| 3M | +42.3% | -1.3% | +43.6% | +42.1% |
| 6M | +20.9% | -0.9% | +21.8% | +20.1% |
| YTD | +15.2% | -8.2% | +23.5% | +15.9% |
| 1Y | +5.4% | -24.0% | +29.4% | +10.1% |
| 3Y | -27.4% | -28.1% | +0.7% | -27.6% |
| 5Y | -44.2% | +2.5% | -46.7% | -50.5% |
| All | -44.2% | +1.2% | -45.4% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling