+7,199.5%
BHP vs GPC
+2,088.4%
+5,111.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +1.9% | +1.6% |
| 7D | +2.4% | -2.1% | +4.5% | +3.5% |
| 30D | -5.4% | -4.5% | -0.8% | -3.4% |
| 3M | -6.9% | -7.7% | +0.8% | -3.5% |
| 6M | -4.3% | +24.3% | -28.6% | -16.1% |
| YTD | +41.6% | +3.5% | +38.2% | +34.3% |
| 1Y | +53.3% | +0.7% | +52.6% | +47.4% |
| 3Y | +58.4% | 0.0% | +58.4% | +45.8% |
| 5Y | +121.3% | +5.8% | +115.4% | +90.9% |
| 10Y | +349.0% | +75.8% | +273.2% | +174.5% |
| All | +7,199.5% | +2,088.4% | +5,111.1% | +1,825.4% |
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 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