-43.7%
BBWI vs GPC
+93.7%
-137.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +0.1% |
| 7D | -6.2% | +0.8% | -7.0% | -6.6% |
| 30D | +25.5% | -1.1% | +26.6% | +26.4% |
| 3M | +8.0% | -6.6% | +14.6% | +13.3% |
| 6M | +12.7% | +22.2% | -9.6% | -5.3% |
| YTD | +11.6% | +5.1% | +6.6% | +2.6% |
| 1Y | -0.9% | +2.8% | -3.7% | -7.6% |
| 3Y | -22.7% | +2.4% | -25.1% | -31.3% |
| 5Y | -67.2% | +7.8% | -74.9% | -73.0% |
| 10Y | -43.7% | +87.2% | -130.9% | -74.3% |
| All | -43.7% | +93.7% | -137.4% | -74.3% |
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