+911.5%
BE vs GPC
+80.2%
+831.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.1% | +6.2% | +6.7% |
| 7D | +20.0% | +1.2% | +18.8% | +19.2% |
| 30D | +7.9% | +6.0% | +1.9% | +4.4% |
| 3M | -13.2% | +42.6% | -55.8% | -32.3% |
| 6M | +53.5% | +22.8% | +30.7% | +30.3% |
| YTD | +191.0% | +15.5% | +175.6% | +150.0% |
| 1Y | +360.5% | +2.0% | +358.5% | +327.8% |
| 3Y | +1,568.0% | -1.4% | +1,569.4% | +1,379.3% |
| 5Y | +1,055.2% | +30.6% | +1,024.6% | +720.1% |
| All | +911.5% | +80.2% | +831.3% | +375.3% |
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