+136.1%
BP vs GFI
+532.1%
-396.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.7% | +1.0% |
| 7D | +5.7% | -5.1% | +10.9% | +6.0% |
| 30D | +8.1% | +13.4% | -5.4% | +7.3% |
| 3M | +8.6% | +36.2% | -27.6% | +6.5% |
| 6M | +18.1% | -9.8% | +27.9% | +18.5% |
| YTD | +37.6% | +7.7% | +29.9% | +35.7% |
| 1Y | +39.4% | +27.2% | +12.2% | +34.9% |
| 3Y | +40.1% | +300.3% | -260.2% | +21.9% |
| All | +136.1% | +532.1% | -396.0% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling