+40.3%
BP vs GPN
-27.4%
+67.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +5.2% | -4.3% | +9.5% | +5.6% |
| 30D | +8.7% | 0.0% | +8.7% | +8.6% |
| 3M | +9.3% | +35.8% | -26.5% | +5.8% |
| 6M | +13.6% | +22.0% | -8.4% | +10.9% |
| YTD | +37.7% | +15.2% | +22.5% | +35.1% |
| 1Y | +40.6% | +3.5% | +37.1% | +40.2% |
| 3Y | +40.3% | -26.9% | +67.3% | +45.6% |
| All | +40.3% | -27.4% | +67.7% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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