+14.1%
BR vs GPC
0.0%
+14.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | +6.5% | +1.6% | +4.9% | +6.1% |
| 30D | +18.9% | -2.1% | +21.0% | +19.3% |
| 3M | +16.3% | -6.8% | +23.1% | +17.8% |
| 6M | +26.2% | +18.6% | +7.6% | +22.0% |
| YTD | -13.1% | +2.7% | -15.8% | -14.5% |
| 1Y | -10.5% | +1.8% | -12.2% | -11.7% |
| All | +14.1% | 0.0% | +14.1% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling