+141.1%
BP vs GH
+24.4%
+116.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.7% |
| 7D | +4.0% | -0.2% | +4.2% | +4.0% |
| 30D | +7.8% | -2.6% | +10.5% | +7.9% |
| 3M | +8.4% | +25.1% | -16.7% | +7.5% |
| 6M | +15.1% | +78.5% | -63.4% | +12.5% |
| YTD | +36.4% | +59.4% | -23.0% | +33.8% |
| 1Y | +40.9% | +173.9% | -133.0% | +34.6% |
| 3Y | +38.8% | +382.7% | -343.9% | +27.5% |
| 5Y | +141.1% | +24.4% | +116.7% | +115.6% |
| All | +141.1% | +24.4% | +116.6% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling