+468.7%
BTSG vs GPC
+2.1%
+466.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +3.5% |
| 7D | +5.7% | +0.2% | +5.6% | +5.7% |
| 30D | +0.2% | -0.4% | +0.6% | +0.2% |
| 3M | +5.6% | +39.2% | -33.5% | -1.3% |
| 6M | +50.8% | +18.2% | +32.6% | +45.2% |
| YTD | +67.0% | +12.1% | +55.0% | +61.2% |
| 1Y | +145.5% | -0.7% | +146.2% | +143.8% |
| All | +468.7% | +2.1% | +466.6% | +442.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling