+113.3%
BSX vs GPC
+74.9%
+38.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +3.7% | +0.4% | +3.3% | +3.6% |
| 30D | +3.1% | -6.3% | +9.4% | +5.4% |
| 3M | -14.2% | -8.2% | -6.1% | -11.8% |
| 6M | -16.4% | +27.1% | -43.5% | -23.2% |
| YTD | -53.5% | +3.1% | -56.6% | -55.0% |
| 1Y | -57.8% | +0.1% | -57.8% | -58.7% |
| 3Y | -17.4% | +0.2% | -17.7% | -23.0% |
| 5Y | +5.4% | +4.9% | +0.5% | -6.6% |
| All | +113.3% | +74.9% | +38.4% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling