+21.9%
BB vs GPC
+74.9%
-53.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +8.1% | -6.3% | +14.4% | +10.2% |
| 3M | -1.0% | -8.2% | +7.2% | +1.3% |
| 6M | +45.9% | +27.1% | +18.8% | +29.2% |
| YTD | +134.8% | +3.1% | +131.7% | +123.4% |
| 1Y | +104.6% | +0.1% | +104.5% | +96.8% |
| 3Y | +152.8% | +0.2% | +152.6% | +134.9% |
| 5Y | -17.4% | +4.9% | -22.3% | -25.0% |
| All | +21.9% | +74.9% | -53.0% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling