+5.7%
BP vs GFS
-41.3%
+47.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.2% |
| 7D | +2.5% | +17.2% | -14.7% | +3.3% |
| 30D | -5.6% | -8.7% | +3.2% | -6.2% |
| 3M | +8.0% | -19.7% | +27.7% | +6.7% |
| 6M | +5.7% | -40.7% | +46.4% | +2.9% |
| All | +5.7% | -41.3% | +47.0% | +2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling