+434.7%
GPC vs BTG
+355.9%
+78.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.7% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | -4.5% | -1.1% | -3.4% | -4.5% |
| 3M | -7.7% | +2.5% | -10.2% | -7.9% |
| 6M | +24.3% | -3.1% | +27.4% | +24.1% |
| YTD | +3.5% | +16.3% | -12.8% | +2.4% |
| 1Y | +0.7% | +27.6% | -26.9% | -0.7% |
| 3Y | 0.0% | +89.5% | -89.5% | -3.4% |
| 5Y | +5.8% | +33.6% | -27.7% | +2.9% |
| 10Y | +75.8% | +178.2% | -102.4% | +66.2% |
| All | +434.7% | +355.9% | +78.8% | +356.6% |
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