+1,172.5%
BR vs GPC
+409.8%
+762.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.9% |
| 7D | -5.3% | +1.2% | -6.5% | -5.8% |
| 30D | +6.4% | +6.0% | +0.5% | +3.7% |
| 3M | +13.6% | +42.6% | -29.0% | -3.4% |
| 6M | -6.7% | +22.8% | -29.5% | -15.7% |
| YTD | -21.1% | +15.5% | -36.5% | -27.7% |
| 1Y | -29.6% | +2.0% | -31.6% | -31.9% |
| 3Y | -2.4% | -1.4% | -0.9% | -7.9% |
| 5Y | +11.2% | +30.6% | -19.4% | -9.9% |
| 10Y | +191.8% | +80.6% | +111.2% | +85.7% |
| All | +1,172.5% | +409.8% | +762.7% | +288.1% |
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