+125.0%
BP vs GPC
+79.8%
+45.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.4% | +3.5% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | +9.1% | -0.4% | +9.5% | +9.1% |
| 3M | +3.9% | +39.2% | -35.3% | -10.0% |
| 6M | +13.6% | +18.2% | -4.6% | +4.4% |
| YTD | +34.0% | +12.1% | +21.9% | +24.6% |
| 1Y | +39.2% | -0.7% | +39.8% | +36.0% |
| 3Y | +36.4% | -1.7% | +38.1% | +28.0% |
| 5Y | +135.8% | +29.3% | +106.5% | +85.2% |
| 10Y | +125.0% | +80.7% | +44.4% | +41.4% |
| All | +125.0% | +79.8% | +45.2% | +41.4% |
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