-2.8%
BSX vs GPN
-44.5%
+41.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -10.1% | -4.3% | -5.8% | -9.3% |
| 30D | -16.4% | 0.0% | -16.4% | -16.5% |
| 3M | -8.9% | +35.8% | -44.7% | -14.1% |
| 6M | -38.3% | +22.0% | -60.3% | -40.9% |
| YTD | -54.9% | +15.2% | -70.1% | -56.5% |
| 1Y | -58.8% | +3.5% | -62.3% | -59.4% |
| 3Y | -21.2% | -26.9% | +5.7% | -17.5% |
| All | -2.8% | -44.5% | +41.7% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling