+127.7%
BP vs GPC
+93.7%
+33.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.7% |
| 7D | -6.9% | +0.8% | -7.7% | -7.2% |
| 30D | -3.6% | -1.1% | -2.5% | -3.5% |
| 3M | +8.4% | -6.6% | +15.1% | +10.7% |
| 6M | +5.3% | +22.2% | -16.9% | -4.6% |
| YTD | +33.2% | +5.1% | +28.1% | +26.4% |
| 1Y | +28.2% | +2.8% | +25.4% | +22.7% |
| 3Y | +49.2% | +2.4% | +46.9% | +36.4% |
| 5Y | +102.9% | +7.8% | +95.1% | +74.0% |
| 10Y | +127.7% | +87.2% | +40.4% | +44.0% |
| All | +127.7% | +93.7% | +33.9% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling