-48.5%
BBWI vs GPC
+74.2%
-122.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.4% |
| 7D | -4.5% | -1.3% | -3.2% | -3.6% |
| 30D | +17.1% | -6.0% | +23.1% | +22.7% |
| 3M | +17.5% | -7.6% | +25.1% | +24.3% |
| 6M | +12.8% | +24.2% | -11.4% | -6.4% |
| YTD | +8.2% | +2.7% | +5.4% | +1.2% |
| 1Y | -1.8% | +0.2% | -2.0% | -6.5% |
| 3Y | -25.8% | -0.8% | -25.0% | -32.4% |
| 5Y | -68.0% | +4.4% | -72.5% | -73.0% |
| All | -48.5% | +74.2% | -122.6% | -75.3% |
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 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