-1.7%
GPC vs BG
+20.0%
-21.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -3.8% |
| 7D | +0.2% | +2.4% | -2.2% | -0.3% |
| 30D | -0.4% | +15.0% | -15.4% | -3.4% |
| 3M | +39.2% | -0.7% | +39.8% | +39.0% |
| 6M | +18.2% | +7.5% | +10.7% | +15.1% |
| YTD | +12.1% | +41.6% | -29.5% | +1.1% |
| 1Y | -0.7% | +50.7% | -51.3% | -12.2% |
| 3Y | -1.7% | +20.3% | -22.0% | -11.8% |
| All | -1.7% | +20.0% | -21.6% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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