-31.6%
BR vs GPC
+0.6%
-32.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -5.0% | -0.6% | -4.4% | -4.9% |
| 30D | -2.5% | +1.3% | -3.8% | -2.7% |
| 3M | +13.5% | +37.1% | -23.6% | +10.5% |
| 6M | -9.4% | +23.2% | -32.6% | -10.8% |
| YTD | -23.3% | +13.1% | -36.4% | -27.1% |
| 1Y | -31.6% | +0.9% | -32.5% | -32.6% |
| All | -31.6% | +0.6% | -32.2% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling