+474.7%
BSX vs GPN
+2,494.6%
-2,020.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -4.7% |
| 7D | -8.2% | -3.5% | -4.7% | -7.1% |
| 30D | -15.8% | +3.1% | -18.9% | -16.7% |
| 3M | -10.8% | +42.3% | -53.1% | -20.8% |
| 6M | -38.4% | +20.9% | -59.3% | -42.8% |
| YTD | -54.8% | +15.2% | -70.0% | -57.9% |
| 1Y | -59.0% | +5.4% | -64.5% | -60.9% |
| 3Y | -20.0% | -27.4% | +7.4% | -16.7% |
| 5Y | -3.1% | -44.2% | +41.1% | +6.8% |
| 10Y | +83.3% | +27.4% | +56.0% | +52.6% |
| All | +474.7% | +2,494.6% | -2,020.0% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling