+593.0%
BE vs GPC
+60.2%
+532.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +4.1% |
| 7D | -14.7% | +1.6% | -16.3% | -15.5% |
| 30D | -40.5% | -2.1% | -38.4% | -40.1% |
| 3M | -24.3% | -6.8% | -17.5% | -21.9% |
| 6M | -39.3% | +18.6% | -57.9% | -47.6% |
| YTD | +99.4% | +2.7% | +96.7% | +81.6% |
| 1Y | +26.6% | +1.8% | +24.8% | +15.6% |
| 3Y | +1,616.9% | +1.1% | +1,615.9% | +1,344.9% |
| 5Y | +441.4% | +4.1% | +437.3% | +345.6% |
| All | +593.0% | +60.2% | +532.7% | +245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling