+90.9%
BP vs GTLB
-47.1%
+138.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.5% |
| 7D | +3.9% | +11.1% | -7.1% | +3.5% |
| 30D | +7.6% | +37.8% | -30.2% | +6.2% |
| 3M | +0.7% | +61.6% | -60.9% | -1.3% |
| 6M | +15.5% | +98.9% | -83.4% | +11.9% |
| YTD | +30.8% | +32.8% | -1.9% | +28.8% |
| 1Y | +34.3% | +14.7% | +19.6% | +32.8% |
| 3Y | +35.1% | +1.3% | +33.7% | +32.5% |
| All | +90.9% | -47.1% | +138.0% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling