+72.4%
GPC vs BTG
+164.8%
-92.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +0.4% | -9.1% | +9.5% | +1.1% |
| 30D | -6.3% | -1.6% | -4.7% | -6.3% |
| 3M | -8.2% | -2.8% | -5.4% | -8.2% |
| 6M | +27.1% | -7.6% | +34.7% | +27.1% |
| YTD | +3.1% | +10.2% | -7.1% | +1.4% |
| 1Y | +0.1% | +21.3% | -21.2% | -2.2% |
| 3Y | +0.2% | +82.7% | -82.5% | -6.0% |
| 5Y | +4.9% | +30.8% | -26.0% | -0.5% |
| All | +72.4% | +164.8% | -92.4% | +58.8% |
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