+53.4%
BP vs GH
+446.7%
-393.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.0% |
| 7D | +3.8% | +0.6% | +3.3% | +3.8% |
| 30D | -5.3% | -6.9% | +1.6% | -5.0% |
| 3M | +9.3% | -4.9% | +14.2% | +9.4% |
| 6M | +7.2% | +54.1% | -46.8% | +4.4% |
| YTD | +38.0% | +48.5% | -10.5% | +34.2% |
| 1Y | +33.2% | +61.2% | -28.0% | +28.9% |
| 3Y | +50.3% | +570.3% | -520.1% | +30.4% |
| 5Y | +114.1% | +46.1% | +67.9% | +97.9% |
| All | +53.4% | +446.7% | -393.3% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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