+354.1%
BB vs GPC
+854.7%
-500.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +5.1% |
| 7D | +3.8% | +1.6% | +2.2% | +2.9% |
| 30D | -0.3% | -2.1% | +1.7% | -0.1% |
| 3M | -0.5% | -6.8% | +6.3% | +2.1% |
| 6M | +45.9% | +18.6% | +27.3% | +27.4% |
| YTD | +130.6% | +2.7% | +127.9% | +114.5% |
| 1Y | +89.2% | +1.8% | +87.4% | +76.3% |
| 3Y | +137.5% | +1.1% | +136.4% | +111.8% |
| 5Y | -20.9% | +4.1% | -25.0% | -31.5% |
| 10Y | +25.4% | +88.2% | -62.8% | -31.5% |
| All | +354.1% | +854.7% | -500.6% | -22.3% |
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 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