+171.6%
BKR vs GPC
+29.4%
+142.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -7.0% | -3.2% | -3.8% | -6.2% |
| 30D | -8.1% | +0.5% | -8.7% | -8.3% |
| 3M | -6.6% | +31.7% | -38.4% | -14.7% |
| 6M | +0.9% | +24.7% | -23.9% | -6.6% |
| YTD | +31.1% | +11.8% | +19.3% | +25.1% |
| 1Y | +27.7% | -3.0% | +30.7% | +27.8% |
| 3Y | +71.2% | -1.1% | +72.3% | +64.6% |
| All | +171.6% | +29.4% | +142.2% | +128.0% |
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