+515.7%
BHP vs GPC
+83.6%
+432.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | +4.0% | +1.3% | +2.7% | +3.4% |
| 3M | +11.3% | +37.1% | -25.9% | -3.7% |
| 6M | +29.3% | +23.2% | +6.1% | +16.9% |
| YTD | +59.2% | +13.1% | +46.1% | +47.4% |
| 1Y | +80.8% | +0.9% | +80.0% | +75.7% |
| 3Y | +88.0% | -0.8% | +88.8% | +76.7% |
| 5Y | +126.6% | +31.1% | +95.5% | +78.7% |
| 10Y | +515.7% | +87.4% | +428.4% | +286.2% |
| All | +515.7% | +83.6% | +432.1% | +286.2% |
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