+134.1%
BP vs GFI
+1,066.8%
-932.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +5.2% | -4.9% | +10.1% | +5.6% |
| 30D | +8.7% | +10.7% | -2.0% | +7.9% |
| 3M | +9.3% | +25.6% | -16.3% | +7.4% |
| 6M | +13.6% | -8.3% | +21.8% | +13.5% |
| YTD | +37.7% | +6.3% | +31.4% | +35.6% |
| 1Y | +40.6% | +22.1% | +18.6% | +36.4% |
| 3Y | +40.3% | +289.2% | -248.8% | +22.7% |
| 5Y | +141.4% | +531.7% | -390.2% | +99.3% |
| All | +134.1% | +1,066.8% | -932.7% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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