+36.4%
BP vs GTLB
-8.4%
+44.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.4% | +7.8% | +2.6% |
| 7D | +0.9% | +4.6% | -3.6% | +0.8% |
| 30D | +9.1% | +21.0% | -11.9% | +8.6% |
| 3M | +3.9% | +51.7% | -47.8% | +2.7% |
| 6M | +13.6% | +89.3% | -75.7% | +11.2% |
| YTD | +34.0% | +25.6% | +8.4% | +33.0% |
| 1Y | +39.2% | -1.5% | +40.7% | +39.3% |
| 3Y | +36.4% | -9.9% | +46.4% | +39.7% |
| All | +36.4% | -8.4% | +44.8% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling