+1,301.5%
BR vs GPC
+353.4%
+948.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.2% |
| 7D | +6.5% | +1.6% | +4.9% | +5.8% |
| 30D | +18.9% | -2.1% | +21.0% | +19.8% |
| 3M | +16.3% | -6.8% | +23.1% | +19.5% |
| 6M | +26.2% | +18.6% | +7.6% | +15.8% |
| YTD | -13.1% | +2.7% | -15.8% | -16.4% |
| 1Y | -10.5% | +1.8% | -12.2% | -13.6% |
| 3Y | +13.3% | +1.1% | +12.3% | +5.3% |
| 5Y | +19.9% | +4.1% | +15.8% | +7.9% |
| 10Y | +254.2% | +88.2% | +166.0% | +116.4% |
| All | +1,301.5% | +353.4% | +948.1% | +348.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling