+0.2%
GPC vs BWA
+12.4%
-12.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.3% | +7.3% | -8.6% | -2.0% |
| 30D | -6.0% | -15.8% | +9.8% | -4.3% |
| 3M | -7.6% | -25.7% | +18.1% | -4.6% |
| 6M | +24.2% | -19.6% | +43.8% | +25.5% |
| YTD | +2.7% | +14.1% | -11.4% | -8.2% |
| 1Y | +0.2% | +12.2% | -12.0% | -9.9% |
| All | +0.2% | +12.4% | -12.3% | -9.9% |
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