+36.6%
BP vs GPC
+6.5%
+30.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.0% |
| 7D | -8.4% | +4.1% | -12.5% | -8.1% |
| 30D | +2.2% | +0.1% | +2.1% | +2.4% |
| 3M | +8.8% | -3.9% | +12.7% | +8.5% |
| 6M | -0.5% | +24.4% | -24.9% | +0.7% |
| YTD | +36.2% | +5.7% | +30.5% | +37.1% |
| 1Y | +36.6% | +6.8% | +29.8% | +37.7% |
| All | +36.6% | +6.5% | +30.1% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling