+34.1%
BP vs GPC
-1.1%
+35.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +3.9% | +1.2% | +2.7% | +3.8% |
| 30D | +7.6% | +6.0% | +1.6% | +7.1% |
| 3M | +0.7% | +42.6% | -41.9% | -3.1% |
| 6M | +15.5% | +22.8% | -7.3% | +13.3% |
| YTD | +30.8% | +15.5% | +15.4% | +29.2% |
| 1Y | +34.3% | +2.0% | +32.3% | +35.2% |
| All | +34.1% | -1.1% | +35.2% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling