+94.2%
BP vs GTLB
-50.5%
+144.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -6.3% | -10.9% | +4.6% | -5.9% |
| 30D | -3.6% | -15.3% | +11.7% | -3.1% |
| 3M | +5.2% | +14.6% | -9.3% | +4.5% |
| 6M | +5.3% | +79.6% | -74.3% | +2.5% |
| YTD | +33.1% | +24.3% | +8.8% | +31.2% |
| 1Y | +26.3% | +1.0% | +25.3% | +25.6% |
| 3Y | +47.5% | +4.6% | +42.9% | +44.4% |
| 5Y | +106.2% | -63.7% | +169.9% | +99.0% |
| All | +94.2% | -50.5% | +144.7% | +84.7% |
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 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