+75.0%
BND vs GPC
+362.0%
-287.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.7% |
| 7D | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | +1.3% | -1.8% | +3.1% | +1.3% |
| 3M | -0.7% | -6.6% | +5.9% | -0.8% |
| 6M | -1.6% | +21.3% | -22.9% | -1.4% |
| YTD | -1.0% | +4.3% | -5.3% | -0.9% |
| 1Y | -0.7% | +3.3% | -3.9% | -0.6% |
| 3Y | +14.1% | +0.8% | +13.3% | +14.3% |
| 5Y | -1.5% | +7.4% | -8.9% | -1.0% |
| 10Y | +17.3% | +79.2% | -61.9% | +20.4% |
| All | +75.0% | +362.0% | -287.1% | +85.6% |
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