-1.5%
BND vs GPC
+29.0%
-30.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | 0.0% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | -0.4% | -0.4% | 0.0% | -0.3% |
| 3M | -0.2% | +39.2% | -39.4% | -1.4% |
| 6M | -1.2% | +18.2% | -19.4% | -1.8% |
| YTD | -0.3% | +12.1% | -12.4% | -0.9% |
| 1Y | +0.4% | -0.7% | +1.1% | +0.1% |
| 3Y | +13.4% | -1.7% | +15.1% | +12.8% |
| 5Y | -1.5% | +29.3% | -30.8% | -2.0% |
| All | -1.5% | +29.0% | -30.6% | -2.0% |
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