+300.1%
BB vs GPC
+973.5%
-673.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -5.6% | +1.2% | -6.8% | -6.3% |
| 30D | -11.8% | +6.0% | -17.8% | -14.7% |
| 3M | -25.5% | +42.6% | -68.2% | -40.5% |
| 6M | +121.3% | +22.8% | +98.5% | +91.5% |
| YTD | +103.2% | +15.5% | +87.7% | +79.3% |
| 1Y | +102.6% | +2.0% | +100.6% | +90.8% |
| 3Y | +37.5% | -1.4% | +38.9% | +25.7% |
| 5Y | -30.4% | +30.6% | -61.0% | -46.5% |
| 10Y | 0.0% | +80.6% | -80.6% | -42.3% |
| All | +300.1% | +973.5% | -673.4% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling