+87.2%
GPC vs BWA
+101.5%
-14.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.4% | -3.1% | +0.3% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | -1.1% | -16.1% | +15.0% | +5.2% |
| 3M | -6.6% | -24.6% | +18.0% | +2.9% |
| 6M | +22.2% | -15.7% | +37.9% | +27.1% |
| YTD | +5.1% | +15.1% | -10.0% | -5.5% |
| 1Y | +2.8% | +15.9% | -13.1% | -7.9% |
| 3Y | +2.4% | +67.1% | -64.7% | -23.4% |
| 5Y | +7.8% | +34.7% | -27.0% | -15.2% |
| 10Y | +87.2% | +99.5% | -12.3% | +12.4% |
| All | +87.2% | +101.5% | -14.2% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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