+1,394.7%
BP vs GD
+20,595.6%
-19,200.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.6% | -3.3% |
| 7D | -8.4% | +3.0% | -11.4% | -9.3% |
| 30D | +2.2% | +10.5% | -8.3% | -1.3% |
| 3M | +8.8% | -5.0% | +13.7% | +10.6% |
| 6M | -0.5% | +5.5% | -6.0% | -2.9% |
| YTD | +36.2% | +10.3% | +25.9% | +30.2% |
| 1Y | +36.6% | +8.2% | +28.4% | +31.5% |
| 3Y | +48.1% | +59.0% | -10.9% | +23.3% |
| 5Y | +114.3% | +104.3% | +10.0% | +62.8% |
| 10Y | +139.2% | +202.4% | -63.3% | +60.1% |
| All | +1,394.7% | +20,595.6% | -19,200.9% | +546.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling