+4.0%
GPC vs BWA
+15.7%
-11.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.4% | -3.1% | +1.7% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | -1.1% | -16.1% | +15.0% | +0.8% |
| 3M | -6.6% | -24.6% | +18.0% | -3.8% |
| 6M | +22.2% | -15.7% | +37.9% | +22.3% |
| YTD | +5.1% | +15.1% | -10.0% | -6.3% |
| All | +4.0% | +15.7% | -11.6% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling