-21.2%
BSX vs GPN
-27.6%
+6.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -10.1% | -4.6% | -5.5% | -9.5% |
| 30D | -16.4% | -0.3% | -16.1% | -16.4% |
| 3M | -8.9% | +35.4% | -44.3% | -12.1% |
| 6M | -38.3% | +21.7% | -59.9% | -39.9% |
| YTD | -54.9% | +14.9% | -69.8% | -55.7% |
| 1Y | -58.8% | +3.2% | -62.0% | -58.9% |
| 3Y | -21.2% | -27.1% | +5.9% | -16.9% |
| All | -21.2% | -27.6% | +6.4% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling