+128.6%
BP vs GPC
+30.9%
+97.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +3.9% | +1.2% | +2.7% | +3.7% |
| 30D | +7.6% | +6.0% | +1.6% | +6.5% |
| 3M | +0.7% | +42.6% | -41.9% | -6.5% |
| 6M | +15.5% | +22.8% | -7.3% | +10.6% |
| YTD | +30.8% | +15.5% | +15.4% | +26.4% |
| 1Y | +34.3% | +2.0% | +32.3% | +33.7% |
| 3Y | +35.1% | -1.4% | +36.5% | +32.6% |
| All | +128.6% | +30.9% | +97.7% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling