+16.9%
BR vs GPC
+5.5%
+11.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | +6.5% | +1.6% | +4.9% | +6.0% |
| 30D | +18.9% | -2.1% | +21.0% | +19.5% |
| 3M | +16.3% | -6.8% | +23.1% | +18.5% |
| 6M | +26.2% | +18.6% | +7.6% | +19.5% |
| YTD | -13.1% | +2.7% | -15.8% | -15.2% |
| 1Y | -10.5% | +1.8% | -12.2% | -12.4% |
| 3Y | +13.3% | +1.1% | +12.3% | +6.6% |
| All | +16.9% | +5.5% | +11.4% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling