+121.4%
BKR vs GPC
+87.0%
+34.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.3% |
| 7D | -6.7% | -1.8% | -4.9% | -5.9% |
| 30D | -8.3% | +0.1% | -8.4% | -8.5% |
| 3M | -5.4% | +37.4% | -42.8% | -21.1% |
| 6M | +0.8% | +25.4% | -24.6% | -12.5% |
| YTD | +31.8% | +12.2% | +19.7% | +20.2% |
| 1Y | +28.6% | -0.3% | +28.9% | +24.8% |
| 3Y | +71.2% | -1.6% | +72.8% | +58.8% |
| 5Y | +179.2% | +31.0% | +148.3% | +107.3% |
| All | +121.4% | +87.0% | +34.4% | +25.7% |
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