+130.2%
BP vs GD
+190.6%
-60.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | 0.0% |
| 7D | -11.6% | -5.0% | -6.7% | -9.0% |
| 30D | 0.0% | +8.9% | -8.9% | -4.7% |
| 3M | +6.7% | -8.0% | +14.8% | +11.6% |
| 6M | +2.2% | +2.9% | -0.7% | -0.6% |
| YTD | +33.0% | +7.1% | +25.9% | +25.1% |
| 1Y | +30.7% | +5.9% | +24.8% | +23.7% |
| 3Y | +44.2% | +53.9% | -9.7% | +4.9% |
| 5Y | +105.1% | +95.4% | +9.7% | +23.9% |
| All | +130.2% | +190.6% | -60.3% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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