+127.0%
BP vs GPC
+85.0%
+42.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -6.3% | +0.4% | -6.7% | -6.5% |
| 30D | -3.6% | -1.8% | -1.8% | -3.2% |
| 3M | +5.2% | -6.6% | +11.8% | +7.4% |
| 6M | +5.3% | +21.3% | -16.0% | -4.4% |
| YTD | +33.1% | +4.3% | +28.9% | +26.8% |
| 1Y | +26.3% | +3.3% | +23.0% | +20.6% |
| 3Y | +47.5% | +0.8% | +46.7% | +35.8% |
| 5Y | +106.2% | +7.4% | +98.8% | +76.9% |
| 10Y | +127.0% | +79.2% | +47.7% | +43.7% |
| All | +127.0% | +85.0% | +42.0% | +43.7% |
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 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