+452.1%
BTSG vs GPC
+5.2%
+446.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.3% |
| 7D | +2.7% | +1.2% | +1.5% | +2.5% |
| 30D | -3.6% | +6.0% | -9.6% | -4.6% |
| 3M | +5.8% | +42.6% | -36.8% | -1.5% |
| 6M | +44.7% | +22.8% | +22.0% | +38.5% |
| YTD | +62.2% | +15.5% | +46.7% | +55.8% |
| 1Y | +152.1% | +2.0% | +150.0% | +149.3% |
| All | +452.1% | +5.2% | +446.9% | +424.4% |
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