+932.4%
BSX vs GPC
+1,627.1%
-694.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.3% | -1.7% |
| 7D | -1.0% | -1.3% | +0.3% | -0.4% |
| 30D | +2.1% | -6.0% | +8.1% | +4.8% |
| 3M | -14.0% | -7.6% | -6.4% | -11.0% |
| 6M | -18.3% | +24.2% | -42.5% | -26.4% |
| YTD | -53.6% | +2.7% | -56.4% | -55.5% |
| 1Y | -57.6% | +0.2% | -57.7% | -58.9% |
| 3Y | -14.3% | -0.8% | -13.5% | -20.9% |
| 5Y | +5.1% | +4.4% | +0.6% | -8.1% |
| 10Y | +105.6% | +74.5% | +31.1% | +31.0% |
| All | +932.4% | +1,627.1% | -694.7% | +128.8% |
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