+87.4%
GPC vs BIIB
-30.8%
+118.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -0.6% | -5.4% | +4.7% | +0.1% |
| 30D | +1.3% | +1.7% | -0.4% | +1.1% |
| 3M | +37.1% | +5.8% | +31.3% | +36.0% |
| 6M | +23.2% | +11.9% | +11.2% | +21.2% |
| YTD | +13.1% | +19.7% | -6.7% | +10.2% |
| 1Y | +0.9% | +46.7% | -45.9% | -4.3% |
| 3Y | -0.8% | -18.6% | +17.8% | -0.4% |
| 5Y | +31.1% | -29.8% | +60.9% | +31.9% |
| 10Y | +87.4% | -28.8% | +116.2% | +79.5% |
| All | +87.4% | -30.8% | +118.2% | +79.5% |
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