+7,943.2%
BHP vs GPC
+2,341.8%
+5,601.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.9% |
| 7D | -2.9% | +1.2% | -4.1% | -3.5% |
| 30D | +3.4% | +6.0% | -2.6% | +0.3% |
| 3M | +4.1% | +42.6% | -38.6% | -14.6% |
| 6M | +20.6% | +22.8% | -2.2% | +6.6% |
| YTD | +56.1% | +15.5% | +40.6% | +40.5% |
| 1Y | +69.6% | +2.0% | +67.6% | +62.6% |
| 3Y | +78.8% | -1.4% | +80.2% | +66.1% |
| 5Y | +113.1% | +30.6% | +82.5% | +64.4% |
| 10Y | +505.9% | +80.6% | +425.3% | +267.7% |
| All | +7,943.2% | +2,341.8% | +5,601.4% | +1,914.3% |
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