+944.1%
BSX vs GPC
+1,653.4%
-709.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.9% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | +4.6% | -1.8% | +6.4% | +5.4% |
| 3M | -11.4% | -6.6% | -4.8% | -8.8% |
| 6M | -17.1% | +21.3% | -38.4% | -24.5% |
| YTD | -53.1% | +4.3% | -57.4% | -55.3% |
| 1Y | -55.7% | +3.3% | -59.0% | -57.7% |
| 3Y | -13.3% | +0.8% | -14.1% | -20.5% |
| 5Y | +5.3% | +7.4% | -2.1% | -9.1% |
| 10Y | +104.3% | +79.2% | +25.1% | +28.5% |
| All | +944.1% | +1,653.4% | -709.3% | +129.8% |
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