+140.1%
BP vs GD
+165.4%
-25.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.9% |
| 7D | +2.5% | +1.9% | +0.6% | +1.4% |
| 30D | -5.6% | +9.2% | -14.8% | -10.3% |
| 3M | +8.0% | -7.5% | +15.5% | +12.5% |
| 6M | +5.7% | +5.8% | -0.1% | +1.1% |
| YTD | +36.8% | +9.8% | +27.0% | +26.7% |
| 1Y | +30.7% | +5.8% | +24.9% | +23.8% |
| 3Y | +51.6% | +58.0% | -6.4% | +8.3% |
| 5Y | +112.2% | +100.4% | +11.8% | +25.7% |
| All | +140.1% | +165.4% | -25.4% | +20.5% |
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