+99.0%
BP vs GTLB
-50.8%
+149.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +1.8% |
| 7D | +4.0% | -6.6% | +10.6% | +4.2% |
| 30D | +7.8% | +13.7% | -5.9% | +7.2% |
| 3M | +8.4% | +52.9% | -44.5% | +6.4% |
| 6M | +15.1% | +88.5% | -73.4% | +11.7% |
| YTD | +36.4% | +23.4% | +13.0% | +34.6% |
| 1Y | +40.9% | -3.8% | +44.7% | +40.4% |
| 3Y | +38.8% | -11.5% | +50.3% | +37.0% |
| All | +99.0% | -50.8% | +149.9% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling