+102.4%
BP vs GFS
0.0%
+102.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.1% |
| 7D | +5.2% | +3.8% | +1.4% | +4.9% |
| 30D | +8.7% | -11.7% | +20.4% | +9.7% |
| 3M | +9.3% | -41.8% | +51.1% | +13.9% |
| 6M | +13.6% | +6.6% | +6.9% | +10.5% |
| YTD | +37.7% | +34.6% | +3.0% | +30.0% |
| 1Y | +40.6% | +46.2% | -5.5% | +31.1% |
| 3Y | +40.3% | -20.3% | +60.7% | +36.7% |
| All | +102.4% | 0.0% | +102.4% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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