+79.2%
GPC vs BIIB
-21.3%
+100.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | +0.4% | +1.7% | -1.4% | +0.1% |
| 30D | -1.8% | +12.2% | -14.0% | -3.3% |
| 3M | -6.6% | +22.3% | -28.9% | -9.0% |
| 6M | +21.3% | +30.9% | -9.6% | +17.0% |
| YTD | +4.3% | +43.9% | -39.6% | -0.8% |
| 1Y | +3.3% | +62.1% | -58.8% | -3.2% |
| 3Y | +0.8% | +12.7% | -11.9% | -2.7% |
| 5Y | +7.4% | -5.1% | +12.5% | +4.4% |
| 10Y | +79.2% | -21.9% | +101.2% | +64.9% |
| All | +79.2% | -21.3% | +100.6% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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