+128.6%
BP vs GD
+97.9%
+30.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | +3.9% | -5.3% | +9.2% | +6.0% |
| 30D | +7.6% | -6.4% | +14.0% | +10.2% |
| 3M | +0.7% | +5.7% | -5.0% | -2.0% |
| 6M | +15.5% | -0.9% | +16.4% | +15.2% |
| YTD | +30.8% | +8.2% | +22.7% | +25.1% |
| 1Y | +34.3% | +13.4% | +20.9% | +25.4% |
| 3Y | +35.1% | +68.5% | -33.4% | +0.8% |
| All | +128.6% | +97.9% | +30.7% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling