+112.2%
BP vs GFS
-23.1%
+135.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.3% |
| 7D | +2.5% | +17.2% | -14.7% | +1.2% |
| 30D | -5.6% | -8.7% | +3.2% | -5.1% |
| 3M | +8.0% | -19.7% | +27.7% | +9.6% |
| 6M | +5.7% | -40.7% | +46.4% | +9.2% |
| YTD | +36.8% | +22.5% | +14.3% | +29.4% |
| 1Y | +30.7% | +25.2% | +5.5% | +23.1% |
| 3Y | +51.6% | -17.7% | +69.3% | +46.3% |
| 5Y | +112.2% | -23.5% | +135.8% | +106.1% |
| All | +112.2% | -23.1% | +135.3% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling