+379.3%
GPN vs BAH
+886.2%
-506.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.4% |
| 7D | +0.8% | -3.2% | +4.0% | +1.9% |
| 30D | +5.8% | +2.0% | +3.8% | +4.8% |
| 3M | +37.0% | -7.6% | +44.6% | +39.9% |
| 6M | +20.1% | -5.7% | +25.8% | +20.9% |
| YTD | +20.4% | -11.7% | +32.1% | +23.1% |
| 1Y | +7.4% | -27.4% | +34.8% | +17.3% |
| 3Y | -26.1% | -32.5% | +6.4% | -21.7% |
| 5Y | -38.5% | -3.3% | -35.2% | -45.3% |
| 10Y | +28.4% | +186.0% | -157.6% | -22.7% |
| All | +379.3% | +886.2% | -506.9% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling