+215.3%
BP vs GPN
+2,520.1%
-2,304.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +3.5% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | +9.1% | +3.8% | +5.3% | +7.6% |
| 3M | +3.9% | +39.2% | -35.3% | -7.2% |
| 6M | +13.6% | +17.9% | -4.2% | +5.8% |
| YTD | +34.0% | +16.4% | +17.7% | +24.1% |
| 1Y | +39.2% | +3.6% | +35.5% | +32.9% |
| 3Y | +36.4% | -26.7% | +63.1% | +40.9% |
| 5Y | +135.8% | -44.8% | +180.6% | +159.0% |
| 10Y | +125.0% | +24.1% | +100.9% | +89.3% |
| All | +215.3% | +2,520.1% | -2,304.9% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling