+1,076.1%
BE vs GPC
+30.9%
+1,045.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.2% | +7.0% |
| 7D | +20.0% | +1.2% | +18.8% | +19.6% |
| 30D | +7.9% | +6.0% | +1.9% | +5.9% |
| 3M | -13.2% | +42.6% | -55.8% | -26.3% |
| 6M | +53.5% | +22.8% | +30.7% | +38.3% |
| YTD | +191.0% | +15.5% | +175.6% | +163.0% |
| 1Y | +360.5% | +2.0% | +358.5% | +343.4% |
| 3Y | +1,568.0% | -1.4% | +1,569.4% | +1,468.6% |
| All | +1,076.1% | +30.9% | +1,045.2% | +737.7% |
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