+82.3%
GPC vs BTG
+159.3%
-77.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | -3.2% | -3.8% | +0.6% | -2.9% |
| 30D | +0.5% | +3.6% | -3.1% | +0.2% |
| 3M | +31.7% | +32.0% | -0.3% | +28.9% |
| 6M | +24.7% | +3.4% | +21.4% | +23.6% |
| YTD | +11.8% | +20.8% | -9.0% | +9.5% |
| 1Y | -3.0% | +22.4% | -25.4% | -5.3% |
| 3Y | -1.1% | +91.7% | -92.8% | -7.1% |
| 5Y | +30.5% | +79.0% | -48.5% | +21.9% |
| All | +82.3% | +159.3% | -77.0% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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