+60.5%
BDX vs GPC
+83.6%
-23.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | -3.6% | -0.6% | -2.9% | -3.4% |
| 30D | +0.7% | +1.3% | -0.6% | +0.3% |
| 3M | +19.0% | +37.1% | -18.1% | +9.4% |
| 6M | +10.8% | +23.2% | -12.4% | +4.5% |
| YTD | +20.1% | +13.1% | +7.1% | +15.1% |
| 1Y | +23.1% | +0.9% | +22.2% | +21.4% |
| 3Y | -8.8% | -0.8% | -8.0% | -11.5% |
| 5Y | -1.4% | +31.1% | -32.5% | -12.2% |
| 10Y | +60.5% | +87.4% | -26.9% | +29.2% |
| All | +60.5% | +83.6% | -23.1% | +29.2% |
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