+103.9%
BP vs GPC
+3.6%
+100.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -11.6% | +1.6% | -13.2% | -11.9% |
| 30D | 0.0% | -2.1% | +2.1% | +0.3% |
| 3M | +6.7% | -6.8% | +13.5% | +7.8% |
| 6M | +2.2% | +18.6% | -16.4% | -2.0% |
| YTD | +33.0% | +2.7% | +30.3% | +30.9% |
| 1Y | +30.7% | +1.8% | +28.9% | +28.9% |
| 3Y | +44.2% | +1.1% | +43.1% | +37.3% |
| All | +103.9% | +3.6% | +100.3% | +81.3% |
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