-3.4%
BDX vs GPC
+29.0%
-32.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.1% | -2.3% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | +1.3% | -0.4% | +1.7% | +1.4% |
| 3M | +20.2% | +39.2% | -18.9% | +10.8% |
| 6M | +8.6% | +18.2% | -9.6% | +3.8% |
| YTD | +19.0% | +12.1% | +6.9% | +14.2% |
| 1Y | +21.2% | -0.7% | +21.8% | +19.7% |
| 3Y | -9.7% | -1.7% | -8.0% | -12.6% |
| 5Y | -3.4% | +29.3% | -32.7% | -12.7% |
| All | -3.4% | +29.0% | -32.4% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling