+1,335.7%
BP vs GPC
+2,341.8%
-1,006.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | +3.9% | +1.2% | +2.7% | +3.4% |
| 30D | +7.6% | +6.0% | +1.6% | +5.0% |
| 3M | +0.7% | +42.6% | -41.9% | -13.6% |
| 6M | +15.5% | +22.8% | -7.3% | +4.4% |
| YTD | +30.8% | +15.5% | +15.4% | +20.1% |
| 1Y | +34.3% | +2.0% | +32.3% | +29.3% |
| 3Y | +35.1% | -1.4% | +36.5% | +26.8% |
| 5Y | +126.8% | +30.6% | +96.2% | +85.4% |
| 10Y | +123.4% | +80.6% | +42.7% | +53.5% |
| All | +1,335.7% | +2,341.8% | -1,006.1% | +412.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling