+49.0%
BP vs GFS
-16.8%
+65.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.3% |
| 7D | +2.5% | +17.2% | -14.7% | +1.5% |
| 30D | -5.6% | -8.7% | +3.2% | -5.2% |
| 3M | +8.0% | -19.7% | +27.7% | +9.2% |
| 6M | +5.7% | -40.7% | +46.4% | +8.4% |
| YTD | +36.8% | +22.5% | +14.3% | +28.2% |
| 1Y | +30.7% | +25.2% | +5.5% | +21.9% |
| All | +49.0% | -16.8% | +65.8% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling