+231.1%
GM vs BP
+137.7%
+93.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | +5.2% | -7.7% | -4.9% |
| 30D | -1.1% | +8.7% | -9.8% | -5.2% |
| 3M | +6.1% | +9.3% | -3.2% | +0.6% |
| 6M | +15.0% | +13.6% | +1.4% | +5.0% |
| YTD | +6.0% | +37.7% | -31.7% | -13.2% |
| 1Y | +47.1% | +40.6% | +6.5% | +18.4% |
| 3Y | +170.5% | +40.3% | +130.2% | +112.5% |
| 5Y | +80.5% | +141.4% | -60.9% | -0.3% |
| All | +231.1% | +137.7% | +93.4% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling