+32.0%
GPC vs BTG
+80.2%
-48.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.7% |
| 7D | -0.6% | +2.4% | -3.0% | -0.8% |
| 30D | +1.3% | +9.5% | -8.2% | +0.5% |
| 3M | +37.1% | +38.5% | -1.4% | +33.2% |
| 6M | +23.2% | +5.6% | +17.5% | +21.5% |
| YTD | +13.1% | +23.9% | -10.9% | +10.2% |
| 1Y | +0.9% | +32.1% | -31.3% | -2.4% |
| 3Y | -0.8% | +103.2% | -104.0% | -7.9% |
| All | +32.0% | +80.2% | -48.2% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling