+130.4%
BHP vs GPC
+7.9%
+122.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.1% |
| 7D | +3.5% | +0.8% | +2.6% | +3.3% |
| 30D | -4.5% | -1.1% | -3.4% | -4.3% |
| 3M | -6.4% | -6.6% | +0.3% | -4.9% |
| 6M | -0.1% | +22.2% | -22.3% | -6.4% |
| YTD | +43.0% | +5.1% | +38.0% | +37.9% |
| 1Y | +56.5% | +2.8% | +53.7% | +51.9% |
| 3Y | +62.0% | +2.4% | +59.7% | +52.4% |
| 5Y | +130.4% | +7.8% | +122.6% | +104.9% |
| All | +130.4% | +7.9% | +122.5% | +104.9% |
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