+1,397.0%
BP vs GFI
+682.6%
+714.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +4.0% | +4.7% | -0.7% | +3.6% |
| 30D | +7.8% | +14.4% | -6.6% | +6.5% |
| 3M | +8.4% | +32.5% | -24.1% | +5.4% |
| 6M | +15.1% | -7.2% | +22.2% | +14.6% |
| YTD | +36.4% | +10.9% | +25.6% | +33.3% |
| 1Y | +40.9% | +35.5% | +5.4% | +34.6% |
| 3Y | +38.8% | +312.1% | -273.3% | +18.3% |
| 5Y | +141.1% | +524.6% | -383.5% | +93.5% |
| 10Y | +133.9% | +1,092.7% | -958.8% | +66.4% |
| All | +1,397.0% | +682.6% | +714.4% | +872.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling