+92.2%
BDX vs GPC
+78.6%
+13.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +2.5% | -2.1% | +4.6% | +3.1% |
| 30D | +13.6% | -4.5% | +18.1% | +14.9% |
| 3M | +18.9% | -7.7% | +26.6% | +21.3% |
| 6M | +51.8% | +24.3% | +27.5% | +42.9% |
| YTD | +43.3% | +3.5% | +39.9% | +40.4% |
| 1Y | +48.0% | +0.7% | +47.2% | +46.0% |
| 3Y | +23.7% | 0.0% | +23.7% | +20.1% |
| 5Y | +24.9% | +5.8% | +19.0% | +17.8% |
| 10Y | +92.2% | +75.8% | +16.5% | +58.9% |
| All | +92.2% | +78.6% | +13.7% | +58.9% |
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