-55.7%
BBWI vs GPC
+79.8%
-135.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -0.9% |
| 7D | +1.6% | +0.2% | +1.4% | +1.4% |
| 30D | -6.2% | -0.4% | -5.8% | -6.0% |
| 3M | +4.3% | +39.2% | -34.8% | -20.5% |
| 6M | -7.2% | +18.2% | -25.4% | -20.0% |
| YTD | -3.0% | +12.1% | -15.1% | -14.9% |
| 1Y | -30.8% | -0.7% | -30.1% | -33.2% |
| 3Y | -43.4% | -1.7% | -41.7% | -47.7% |
| 5Y | -66.7% | +29.3% | -96.0% | -76.5% |
| 10Y | -55.7% | +80.7% | -136.3% | -79.6% |
| All | -55.7% | +79.8% | -135.5% | -79.6% |
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