+1.3%
BBY vs GPN
-44.5%
+45.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +0.6% | -4.3% | +4.9% | +2.1% |
| 30D | +9.4% | 0.0% | +9.4% | +9.3% |
| 3M | +19.3% | +35.8% | -16.5% | +6.4% |
| 6M | +47.9% | +22.0% | +25.9% | +36.2% |
| YTD | +39.6% | +15.2% | +24.4% | +30.2% |
| 1Y | +22.2% | +3.5% | +18.7% | +18.4% |
| 3Y | +45.0% | -26.9% | +71.9% | +55.9% |
| All | +1.3% | -44.5% | +45.8% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 5y: compounded portfolio wealth divided by compounded GPN 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…
5y analysis · Full analysis span regression · 6 months rolling