+120.1%
BHP vs GPC
+32.9%
+87.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.6% |
| 7D | -2.9% | +1.2% | -4.1% | -3.2% |
| 30D | +3.4% | +6.0% | -2.6% | +1.8% |
| 3M | +4.1% | +42.6% | -38.6% | -6.2% |
| 6M | +20.6% | +22.8% | -2.2% | +12.9% |
| YTD | +56.1% | +15.5% | +40.6% | +47.2% |
| 1Y | +69.6% | +2.0% | +67.6% | +65.6% |
| 3Y | +78.8% | -1.4% | +80.2% | +71.6% |
| All | +120.1% | +32.9% | +87.2% | +78.4% |
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