+238.7%
GM vs BP
+153.7%
+85.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.7% | -3.4% |
| 7D | +0.4% | +0.9% | -0.5% | -0.1% |
| 30D | -1.8% | +9.1% | -11.0% | -6.2% |
| 3M | +2.6% | +3.9% | -1.3% | -0.4% |
| 6M | +14.6% | +13.6% | +0.9% | +4.4% |
| YTD | +6.2% | +34.0% | -27.8% | -11.8% |
| 1Y | +48.7% | +39.2% | +9.5% | +20.3% |
| 3Y | +168.3% | +36.4% | +131.9% | +114.0% |
| 5Y | +82.8% | +135.8% | -53.0% | +3.9% |
| 10Y | +226.2% | +125.0% | +101.2% | +76.3% |
| All | +238.7% | +153.7% | +85.0% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling