-28.9%
BB vs GPC
+30.9%
-59.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -5.6% | +1.2% | -6.8% | -6.0% |
| 30D | -11.8% | +6.0% | -17.8% | -13.7% |
| 3M | -25.5% | +42.6% | -68.2% | -36.5% |
| 6M | +121.3% | +22.8% | +98.5% | +100.8% |
| YTD | +103.2% | +15.5% | +87.7% | +86.5% |
| 1Y | +102.6% | +2.0% | +100.6% | +96.5% |
| 3Y | +37.5% | -1.4% | +38.9% | +30.5% |
| All | -28.9% | +30.9% | -59.8% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling