+75.8%
GM vs BP
+138.6%
-62.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | +5.2% | -7.7% | -4.1% |
| 30D | -1.1% | +8.7% | -9.8% | -3.9% |
| 3M | +6.1% | +9.3% | -3.2% | +2.4% |
| 6M | +15.0% | +13.6% | +1.4% | +7.6% |
| YTD | +6.0% | +37.7% | -31.7% | -9.0% |
| 1Y | +47.1% | +40.6% | +6.5% | +24.4% |
| 3Y | +170.5% | +40.3% | +130.2% | +124.5% |
| All | +75.8% | +138.6% | -62.8% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling