+496.6%
GPC vs BTG
+392.0%
+104.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +1.2% | -0.9% | +2.1% | +1.2% |
| 30D | +6.0% | +36.8% | -30.9% | +4.6% |
| 3M | +42.6% | +23.1% | +19.5% | +41.2% |
| 6M | +22.8% | +3.5% | +19.3% | +22.2% |
| YTD | +15.5% | +25.5% | -10.0% | +14.0% |
| 1Y | +2.0% | +40.1% | -38.0% | +0.2% |
| 3Y | -1.4% | +101.1% | -102.5% | -5.0% |
| 5Y | +30.6% | +70.6% | -40.0% | +26.0% |
| 10Y | +80.6% | +152.1% | -71.5% | +70.8% |
| All | +496.6% | +392.0% | +104.6% | +408.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling